+283.0%
CG vs STLD
+2,295.1%
-2,012.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.6% | +1.1% | -3.5% |
| 7D | -1.5% | -12.5% | +11.0% | +3.8% |
| 30D | +2.8% | -6.8% | +9.6% | +5.4% |
| 3M | -19.2% | -16.4% | -2.9% | -14.1% |
| 6M | -21.0% | -6.1% | -14.8% | -20.1% |
| YTD | -31.0% | +32.0% | -62.9% | -39.7% |
| 1Y | -21.1% | +45.5% | -66.6% | -33.8% |
| 3Y | +48.8% | +106.5% | -57.7% | +8.0% |
| 5Y | -21.5% | +267.2% | -288.7% | -55.5% |
| 10Y | +298.1% | +878.9% | -580.8% | +43.6% |
| All | +283.0% | +2,295.1% | -2,012.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling