+1,876.2%
CLS vs STLD
+274.9%
+1,601.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.8% | +6.8% |
| 7D | -10.6% | -9.7% | -0.9% | -5.7% |
| 30D | -38.4% | -4.5% | -33.9% | -36.6% |
| 3M | -29.9% | -13.1% | -16.8% | -24.9% |
| 6M | -40.6% | -2.8% | -37.9% | -39.6% |
| 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% | +533.2% |
| All | +1,876.2% | +274.9% | +1,601.4% | +929.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling