+25.3%
CLF vs STLD
+5.3%
+20.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.0% | -6.1% | -5.5% |
| 7D | -7.9% | -3.9% | -3.9% | -3.1% |
| 30D | +5.2% | -0.4% | +5.6% | +6.6% |
| 3M | +4.3% | -9.2% | +13.5% | +17.4% |
| 6M | +25.3% | +5.0% | +20.3% | +13.0% |
| All | +25.3% | +5.3% | +20.0% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling