+1,261.7%
CIEN vs STLD
+802.0%
+459.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.4% |
| 7D | +8.7% | -0.5% | +9.2% | +9.3% |
| 30D | -26.9% | -0.1% | -26.8% | -26.5% |
| 3M | -23.6% | -9.2% | -14.5% | -20.9% |
| 6M | -49.1% | +1.8% | -50.8% | -49.5% |
| YTD | +26.6% | +42.1% | -15.6% | +11.9% |
| 1Y | +42.7% | +58.5% | -15.8% | +21.8% |
| 3Y | +570.8% | +128.2% | +442.6% | +401.5% |
| 5Y | +386.4% | +288.2% | +98.2% | +197.8% |
| 10Y | +1,261.7% | +799.8% | +461.9% | +482.2% |
| All | +1,261.7% | +802.0% | +459.7% | +482.2% |
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