+186.8%
CIEN vs STLD
+80.8%
+106.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | -5.3% | +2.7% | -7.9% | -6.5% |
| 30D | -17.2% | -8.4% | -8.8% | -14.2% |
| 3M | -26.9% | -9.9% | -17.0% | -23.9% |
| 6M | +16.0% | +33.0% | -17.0% | -0.3% |
| YTD | +45.9% | +42.6% | +3.4% | +21.0% |
| 1Y | +186.8% | +80.8% | +106.0% | +114.2% |
| All | +186.8% | +80.8% | +106.0% | +114.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling