+3,269.5%
CLS vs STLD
+292.4%
+2,977.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +4.6% | +3.1% | +1.4% | +2.8% |
| 30D | -13.9% | -9.0% | -4.9% | -10.4% |
| 3M | -26.6% | -12.4% | -14.2% | -22.3% |
| 6M | +15.4% | +25.5% | -10.1% | +3.9% |
| YTD | +5.7% | +43.6% | -38.0% | -11.3% |
| 1Y | +41.1% | +87.2% | -46.1% | +5.1% |
| 3Y | +1,228.6% | +135.2% | +1,093.4% | +789.9% |
| All | +3,269.5% | +292.4% | +2,977.1% | +1,649.5% |
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