+574.4%
CIEN vs STLD
+129.0%
+445.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.2% |
| 7D | +8.7% | -0.5% | +9.2% | +9.5% |
| 30D | -26.9% | -0.1% | -26.8% | -26.4% |
| 3M | -23.6% | -9.2% | -14.5% | -20.2% |
| 6M | -49.1% | +1.8% | -50.8% | -49.7% |
| YTD | +26.6% | +42.1% | -15.6% | +7.2% |
| 1Y | +42.7% | +58.5% | -15.8% | +15.3% |
| All | +574.4% | +129.0% | +445.4% | +347.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling