+728.5%
CLS vs STLD
+104.7%
+623.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.6% | -5.4% | -8.6% |
| 7D | -27.3% | -12.5% | -14.8% | -21.2% |
| 30D | -47.0% | -6.8% | -40.2% | -44.3% |
| 3M | -43.3% | -16.4% | -26.9% | -37.1% |
| 6M | -50.8% | -6.1% | -44.6% | -48.7% |
| YTD | -30.4% | +32.0% | -62.4% | -40.9% |
| 1Y | -41.7% | +45.5% | -87.2% | -53.1% |
| All | +728.5% | +104.7% | +623.8% | +441.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling