-29.6%
CLS vs STLD
+59.7%
-89.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.0% | -6.0% | -7.4% |
| 7D | -21.1% | -3.9% | -17.2% | -19.4% |
| 30D | -38.2% | -0.4% | -37.8% | -37.8% |
| 3M | -36.3% | -9.2% | -27.1% | -32.6% |
| 6M | -43.8% | +5.0% | -48.8% | -44.3% |
| YTD | -20.0% | +42.8% | -62.8% | -33.3% |
| 1Y | -29.6% | +60.1% | -89.7% | -56.4% |
| All | -29.6% | +59.7% | -89.3% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling