+158.7%
CI vs STLD
+868.9%
-710.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.6% | -11.1% | +9.6% | +1.3% |
| 30D | +5.4% | -4.8% | +10.2% | +6.4% |
| 3M | +7.3% | -14.6% | +21.8% | +10.8% |
| 6M | +5.3% | -7.4% | +12.7% | +6.0% |
| YTD | +8.5% | +32.6% | -24.1% | -1.3% |
| 1Y | +17.1% | +47.3% | -30.2% | +3.4% |
| 3Y | +1.4% | +107.5% | -106.1% | -21.5% |
| 5Y | +50.5% | +268.8% | -218.4% | -9.0% |
| All | +158.7% | +868.9% | -710.1% | -7.2% |
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 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