+20.8%
CIEN vs STLD
+45.5%
-24.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.2% |
| 7D | -24.1% | -11.1% | -13.0% | -19.3% |
| 30D | -45.5% | -4.8% | -40.7% | -43.5% |
| 3M | -39.7% | -14.6% | -25.2% | -34.9% |
| 6M | -57.8% | -7.4% | -50.4% | -56.3% |
| YTD | +4.1% | +32.6% | -28.5% | -9.0% |
| 1Y | +20.8% | +47.3% | -26.5% | -2.7% |
| All | +20.8% | +45.5% | -24.6% | -2.7% |
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