-47.8%
CLF vs STLD
+292.4%
-340.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +3.5% |
| 7D | +7.6% | +3.1% | +4.4% | +4.2% |
| 30D | -1.2% | -9.0% | +7.8% | +8.7% |
| 3M | -13.4% | -12.4% | -1.0% | -1.0% |
| 6M | +15.4% | +25.5% | -10.1% | -9.3% |
| YTD | -5.9% | +43.6% | -49.5% | -35.3% |
| 1Y | +18.8% | +87.2% | -68.4% | -37.9% |
| 3Y | -19.4% | +135.2% | -154.6% | -64.6% |
| All | -47.8% | +292.4% | -340.2% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling