-43.5%
CIEN vs STLD
-16.9%
-26.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.6% | -7.6% | -10.2% |
| 7D | -34.0% | -12.5% | -21.5% | -28.4% |
| 30D | -48.0% | -6.8% | -41.1% | -44.8% |
| 3M | -43.5% | -16.4% | -27.2% | -39.0% |
| All | -43.5% | -16.9% | -26.6% | -39.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling