+42.8%
CL vs STLD
+268.5%
-225.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | 0.0% |
| 7D | +5.9% | -12.5% | +18.4% | +6.1% |
| 30D | +13.8% | -6.8% | +20.6% | +13.8% |
| 3M | +6.4% | -16.4% | +22.8% | +6.6% |
| 6M | +15.6% | -6.1% | +21.7% | +15.6% |
| YTD | +27.9% | +32.0% | -4.1% | +27.1% |
| 1Y | +31.4% | +45.5% | -14.1% | +30.5% |
| 3Y | +41.4% | +106.5% | -65.1% | +37.9% |
| 5Y | +42.8% | +267.2% | -224.4% | +33.8% |
| All | +42.8% | +268.5% | -225.7% | +33.8% |
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