-22.3%
CLF vs STLD
+124.8%
-147.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +0.5% |
| 7D | -9.1% | -4.7% | -4.4% | -3.2% |
| 30D | -0.9% | -0.9% | 0.0% | +1.4% |
| 3M | +3.0% | -11.9% | +14.8% | +20.2% |
| 6M | +16.7% | +0.9% | +15.8% | +17.2% |
| YTD | -3.2% | +40.4% | -43.6% | -34.2% |
| 1Y | +24.6% | +56.6% | -32.0% | -25.3% |
| 3Y | -22.3% | +125.5% | -147.8% | -64.4% |
| All | -22.3% | +124.8% | -147.1% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling