+350.2%
CG vs STLD
+2,506.5%
-2,156.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -4.3% | +3.1% | -7.5% | -5.6% |
| 30D | -5.1% | -9.0% | +3.9% | -1.8% |
| 3M | +8.7% | -12.4% | +21.0% | +13.8% |
| 6M | -9.2% | +25.5% | -34.7% | -18.2% |
| YTD | -18.9% | +43.6% | -62.5% | -31.1% |
| 1Y | -25.6% | +87.2% | -112.8% | -43.5% |
| 3Y | +57.3% | +135.2% | -78.0% | +8.9% |
| 5Y | +10.2% | +290.9% | -280.7% | -39.0% |
| 10Y | +364.2% | +1,113.5% | -749.2% | +56.8% |
| All | +350.2% | +2,506.5% | -2,156.4% | +23.5% |
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