+2,454.7%
CI vs STLD
+8,634.8%
-6,180.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.1% |
| 7D | +3.5% | -3.9% | +7.5% | +4.4% |
| 30D | +12.6% | -0.4% | +13.0% | +12.5% |
| 3M | +12.1% | -9.2% | +21.3% | +13.9% |
| 6M | +10.6% | +5.0% | +5.6% | +8.3% |
| YTD | +12.8% | +42.8% | -30.0% | +2.5% |
| 1Y | +18.0% | +60.1% | -42.1% | +4.3% |
| 3Y | +4.2% | +123.5% | -119.3% | -17.0% |
| 5Y | +57.2% | +302.0% | -244.8% | +5.1% |
| 10Y | +179.3% | +959.3% | -779.9% | +41.0% |
| All | +2,454.7% | +8,634.8% | -6,180.0% | +645.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling