+50.0%
CI vs STLD
+269.6%
-219.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | +0.1% | -9.7% | +9.8% | +1.4% |
| 30D | +4.7% | -4.5% | +9.2% | +5.1% |
| 3M | +5.2% | -13.1% | +18.3% | +6.8% |
| 6M | +3.8% | -2.8% | +6.5% | +3.5% |
| YTD | +9.2% | +35.3% | -26.1% | +3.5% |
| 1Y | +14.3% | +51.4% | -37.1% | +6.4% |
| 3Y | +8.4% | +117.9% | -109.5% | -6.2% |
| 5Y | +50.0% | +272.6% | -222.5% | +13.3% |
| All | +50.0% | +269.6% | -219.6% | +13.3% |
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