+39.9%
CL vs STLD
+255.4%
-215.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | +1.3% | -11.1% | +12.5% | +1.5% |
| 30D | +11.4% | -4.8% | +16.1% | +11.4% |
| 3M | +4.4% | -14.6% | +19.0% | +4.6% |
| 6M | +10.8% | -7.4% | +18.2% | +10.8% |
| YTD | +25.1% | +32.6% | -7.4% | +24.4% |
| 1Y | +28.0% | +47.3% | -19.4% | +27.0% |
| 3Y | +37.6% | +107.5% | -69.9% | +34.2% |
| All | +39.9% | +255.4% | -215.5% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling