+2,250.2%
CI vs STLD
+8,684.3%
-6,434.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.3% | +3.1% | -1.8% | +0.6% |
| 30D | +4.4% | -9.0% | +13.4% | +6.4% |
| 3M | +0.7% | -12.4% | +13.0% | +3.2% |
| 6M | +0.3% | +25.5% | -25.2% | -5.6% |
| YTD | +3.8% | +43.6% | -39.8% | -5.5% |
| 1Y | -5.5% | +87.2% | -92.7% | -19.2% |
| 3Y | +8.1% | +135.2% | -127.1% | -14.8% |
| 5Y | +42.8% | +290.9% | -248.1% | -3.8% |
| 10Y | +143.9% | +1,113.5% | -969.6% | +19.7% |
| All | +2,250.2% | +8,684.3% | -6,434.1% | +587.6% |
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 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