+1,763.7%
CLS vs STLD
+255.4%
+1,508.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -22.2% | -11.1% | -11.0% | -17.4% |
| 30D | -44.4% | -4.8% | -39.6% | -42.6% |
| 3M | -34.3% | -14.6% | -19.7% | -29.1% |
| 6M | -50.1% | -7.4% | -42.7% | -48.0% |
| YTD | -30.1% | +32.6% | -62.6% | -38.8% |
| 1Y | -39.3% | +47.3% | -86.7% | -49.4% |
| 3Y | +732.7% | +107.5% | +625.2% | +490.5% |
| All | +1,763.7% | +255.4% | +1,508.3% | +895.7% |
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 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