+145.0%
CI vs STLD
+1,105.0%
-960.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.3% | +3.1% | -1.8% | +0.5% |
| 30D | +4.4% | -9.0% | +13.4% | +6.7% |
| 3M | +0.7% | -12.4% | +13.0% | +3.5% |
| 6M | +0.3% | +25.5% | -25.2% | -6.5% |
| YTD | +3.8% | +43.6% | -39.8% | -7.0% |
| 1Y | -5.5% | +87.2% | -92.7% | -21.3% |
| 3Y | +8.1% | +135.2% | -127.1% | -18.8% |
| 5Y | +42.8% | +290.9% | -248.1% | -14.4% |
| All | +145.0% | +1,105.0% | -960.0% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling