+40.7%
CL vs STLD
+104.7%
-64.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | -0.3% |
| 7D | +5.9% | -12.5% | +18.4% | +5.5% |
| 30D | +13.8% | -6.8% | +20.6% | +13.5% |
| 3M | +6.4% | -16.4% | +22.8% | +5.7% |
| 6M | +15.6% | -6.1% | +21.7% | +15.4% |
| YTD | +27.9% | +32.0% | -4.1% | +29.7% |
| 1Y | +31.4% | +45.5% | -14.1% | +34.2% |
| All | +40.7% | +104.7% | -64.1% | +45.8% |
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