-5.5%
CI vs STLD
+89.3%
-94.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.8% |
| 30D | +4.4% | -9.0% | +13.4% | +5.7% |
| 3M | +0.7% | -12.4% | +13.0% | +2.4% |
| 6M | +0.3% | +25.5% | -25.2% | -5.0% |
| YTD | +3.8% | +43.6% | -39.8% | -5.4% |
| 1Y | -5.5% | +87.2% | -92.7% | -16.2% |
| All | -5.5% | +89.3% | -94.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling