+1,914.6%
CLS vs STLD
+761.4%
+1,153.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -3.9% |
| 7D | +16.3% | +2.9% | +13.4% | +14.8% |
| 30D | -25.7% | -5.6% | -20.1% | -23.1% |
| 3M | -30.9% | -11.7% | -19.1% | -26.6% |
| 6M | -35.5% | -2.8% | -32.7% | -34.5% |
| YTD | -18.7% | +36.4% | -55.1% | -29.9% |
| 1Y | -17.9% | +50.0% | -67.9% | -32.2% |
| 3Y | +838.1% | +122.3% | +715.8% | +542.6% |
| 5Y | +1,971.9% | +273.2% | +1,698.7% | +966.7% |
| All | +1,914.6% | +761.4% | +1,153.2% | +540.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling