+239.3%
CLF vs STLD
+8,684.3%
-8,445.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +3.0% |
| 7D | +7.6% | +3.1% | +4.4% | +5.2% |
| 30D | -1.2% | -9.0% | +7.8% | +6.0% |
| 3M | -13.4% | -12.4% | -1.0% | -4.3% |
| 6M | +15.4% | +25.5% | -10.1% | -1.9% |
| YTD | -5.9% | +43.6% | -49.5% | -27.1% |
| 1Y | +18.8% | +87.2% | -68.4% | -24.0% |
| 3Y | -19.4% | +135.2% | -154.6% | -54.0% |
| 5Y | -47.7% | +290.9% | -338.6% | -78.7% |
| 10Y | +130.4% | +1,113.5% | -983.1% | -51.8% |
| All | +239.3% | +8,684.3% | -8,445.0% | -59.9% |
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