+127.0%
CIEN vs STLD
+6,608.5%
-6,481.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +27.4% | +6.9% | +20.5% | +24.2% |
| 30D | -26.6% | -1.5% | -25.1% | -25.7% |
| 3M | -32.0% | -9.7% | -22.3% | -29.0% |
| 6M | -49.1% | +2.3% | -51.4% | -49.7% |
| YTD | +25.7% | +41.0% | -15.3% | +8.9% |
| 1Y | +40.3% | +51.8% | -11.5% | +18.2% |
| 3Y | +566.2% | +126.4% | +439.8% | +369.6% |
| 5Y | +378.7% | +285.7% | +93.0% | +160.1% |
| 10Y | +1,252.3% | +792.7% | +459.6% | +360.5% |
| All | +127.0% | +6,608.5% | -6,481.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling