+1,312.9%
CL vs STLD
+8,684.3%
-7,371.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.2% | +3.1% | -5.3% | -2.5% |
| 30D | -4.8% | -9.0% | +4.2% | -4.1% |
| 3M | +4.9% | -12.4% | +17.3% | +6.0% |
| 6M | -5.7% | +25.5% | -31.2% | -8.0% |
| YTD | +14.4% | +43.6% | -29.2% | +10.1% |
| 1Y | +8.7% | +87.2% | -78.4% | +1.9% |
| 3Y | +30.0% | +135.2% | -105.3% | +17.6% |
| 5Y | +28.4% | +290.9% | -262.5% | +8.4% |
| 10Y | +50.1% | +1,113.5% | -1,063.4% | +8.5% |
| All | +1,312.9% | +8,684.3% | -7,371.4% | +611.3% |
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