+1,184.7%
CIEN vs STLD
+804.7%
+380.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | -0.3% |
| 7D | -9.3% | -4.7% | -4.7% | -7.4% |
| 30D | -39.5% | -0.9% | -38.6% | -39.0% |
| 3M | -29.8% | -11.9% | -17.9% | -26.6% |
| 6M | -50.4% | +0.9% | -51.3% | -50.7% |
| YTD | +16.3% | +40.4% | -24.1% | +3.2% |
| 1Y | +30.4% | +56.6% | -26.2% | +11.7% |
| 3Y | +516.6% | +125.5% | +391.1% | +362.7% |
| 5Y | +349.8% | +292.8% | +56.9% | +174.4% |
| 10Y | +1,184.7% | +787.1% | +397.6% | +458.4% |
| All | +1,184.7% | +804.7% | +380.0% | +458.4% |
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