+295.4%
CHTR vs STLD
+1,713.0%
-1,417.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +5.0% |
| 7D | +17.2% | +2.9% | +14.3% | +16.6% |
| 30D | +31.6% | -5.6% | +37.2% | +32.8% |
| 3M | -11.6% | -11.7% | +0.1% | -9.8% |
| 6M | -3.3% | -2.8% | -0.5% | -3.6% |
| YTD | -33.7% | +36.4% | -70.2% | -38.8% |
| 1Y | -32.4% | +50.0% | -82.4% | -38.8% |
| 3Y | -65.9% | +122.3% | -188.3% | -72.0% |
| 5Y | -79.9% | +273.2% | -353.1% | -85.5% |
| 10Y | -49.2% | +763.8% | -813.0% | -71.8% |
| All | +295.4% | +1,713.0% | -1,417.6% | +61.9% |
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