+32.1%
CL vs STLD
+59.7%
-27.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.4% |
| 7D | +7.7% | -3.9% | +11.7% | +7.8% |
| 30D | +15.2% | -0.4% | +15.6% | +15.2% |
| 3M | +7.3% | -9.2% | +16.5% | +7.5% |
| 6M | +17.0% | +5.0% | +12.0% | +15.8% |
| YTD | +28.0% | +42.8% | -14.8% | +24.1% |
| 1Y | +32.1% | +60.1% | -28.0% | +29.5% |
| All | +32.1% | +59.7% | -27.6% | +29.5% |
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