-49.6%
CLF vs STLD
+268.5%
-318.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.6% | -4.6% | -4.3% |
| 7D | -21.0% | -12.5% | -8.5% | -8.7% |
| 30D | -8.0% | -6.8% | -1.2% | +0.2% |
| 3M | -10.9% | -16.4% | +5.5% | +8.4% |
| 6M | +5.8% | -6.1% | +11.9% | +15.0% |
| YTD | -15.1% | +32.0% | -47.1% | -35.4% |
| 1Y | +7.2% | +45.5% | -38.3% | -25.9% |
| 3Y | -34.2% | +106.5% | -140.7% | -66.4% |
| 5Y | -49.6% | +267.2% | -316.8% | -86.4% |
| All | -49.6% | +268.5% | -318.1% | -86.4% |
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 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