+99.7%
CLF vs STLD
+868.9%
-769.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | -19.6% | -11.1% | -8.5% | -8.6% |
| 30D | -5.0% | -4.8% | -0.2% | +1.1% |
| 3M | -6.3% | -14.6% | +8.3% | +11.4% |
| 6M | +2.8% | -7.4% | +10.2% | +13.1% |
| YTD | -13.7% | +32.6% | -46.3% | -34.6% |
| 1Y | +13.6% | +47.3% | -33.7% | -22.6% |
| 3Y | -34.0% | +107.5% | -141.5% | -67.1% |
| 5Y | -48.7% | +268.8% | -317.6% | -86.2% |
| All | +99.7% | +868.9% | -769.2% | -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