+205.9%
CLF vs STLD
+7,971.8%
-7,765.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.6% | -4.6% | -6.6% |
| 7D | -21.0% | -12.5% | -8.5% | -12.4% |
| 30D | -8.0% | -6.8% | -1.2% | -2.2% |
| 3M | -10.9% | -16.4% | +5.5% | +2.8% |
| 6M | +5.8% | -6.1% | +11.9% | +13.1% |
| YTD | -15.1% | +32.0% | -47.1% | -29.2% |
| 1Y | +7.2% | +45.5% | -38.3% | -16.4% |
| 3Y | -34.2% | +106.5% | -140.7% | -58.2% |
| 5Y | -49.6% | +267.2% | -316.8% | -78.3% |
| 10Y | +109.9% | +878.9% | -769.0% | -48.6% |
| All | +205.9% | +7,971.8% | -7,765.9% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling