+1,751.5%
CLS vs STLD
+779.4%
+972.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.8% | +6.9% |
| 7D | -10.6% | -9.7% | -0.9% | -5.9% |
| 30D | -38.4% | -4.5% | -33.9% | -36.7% |
| 3M | -29.9% | -13.1% | -16.8% | -25.1% |
| 6M | -40.6% | -2.8% | -37.9% | -39.7% |
| YTD | -24.6% | +35.3% | -59.9% | -34.7% |
| 1Y | -30.8% | +51.4% | -82.2% | -43.0% |
| 3Y | +811.7% | +117.9% | +693.8% | +530.2% |
| 5Y | +1,838.4% | +272.6% | +1,565.8% | +899.9% |
| 10Y | +1,751.5% | +782.2% | +969.3% | +479.9% |
| All | +1,751.5% | +779.4% | +972.1% | +479.9% |
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 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