-17.5%
CLF vs STLD
+135.5%
-153.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +3.6% |
| 7D | +7.6% | +3.1% | +4.4% | +3.9% |
| 30D | -1.2% | -9.0% | +7.8% | +9.5% |
| 3M | -13.4% | -12.4% | -1.0% | +0.1% |
| 6M | +15.4% | +25.5% | -10.1% | -11.7% |
| YTD | -5.9% | +43.6% | -49.5% | -38.0% |
| 1Y | +18.8% | +87.2% | -68.4% | -42.7% |
| All | -17.5% | +135.5% | -153.1% | -65.7% |
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