+1,770.4%
CLS vs STLD
+791.2%
+979.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -1.3% |
| 7D | -13.9% | -4.7% | -9.2% | -11.6% |
| 30D | -38.2% | -0.9% | -37.2% | -37.5% |
| 3M | -28.8% | -11.9% | -16.9% | -24.5% |
| 6M | -40.4% | +0.9% | -41.3% | -40.5% |
| YTD | -24.3% | +40.4% | -64.7% | -35.6% |
| 1Y | -35.0% | +56.6% | -91.6% | -47.3% |
| 3Y | +778.7% | +125.5% | +653.2% | +497.4% |
| 5Y | +1,884.8% | +292.8% | +1,592.0% | +898.1% |
| All | +1,770.4% | +791.2% | +979.2% | +488.3% |
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