+80.1%
CLF vs STLD
+779.4%
-699.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +4.8% |
| 7D | -14.1% | -9.7% | -4.4% | -4.0% |
| 30D | -5.5% | -4.5% | -1.0% | +0.2% |
| 3M | 0.0% | -13.1% | +13.1% | +16.8% |
| 6M | +11.3% | -2.8% | +14.0% | +16.4% |
| YTD | -7.7% | +35.3% | -43.0% | -31.4% |
| 1Y | +17.5% | +51.4% | -33.8% | -21.8% |
| 3Y | -25.4% | +117.9% | -143.4% | -64.4% |
| 5Y | -46.0% | +272.6% | -318.6% | -85.5% |
| 10Y | +80.1% | +782.2% | -702.1% | -83.9% |
| All | +80.1% | +779.4% | -699.3% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling