+42.5%
CI vs STLD
+292.4%
-249.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 6M | +0.3% | +25.5% | -25.2% | -3.5% |
| YTD | +3.8% | +43.6% | -39.8% | -2.2% |
| 1Y | -5.5% | +87.2% | -92.7% | -14.3% |
| 3Y | +8.1% | +135.2% | -127.1% | -7.5% |
| All | +42.5% | +292.4% | -249.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling