+2,093.5%
CLS vs STLD
+10,080.6%
-7,987.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.6% | -5.4% | -10.4% |
| 7D | -27.3% | -12.5% | -14.8% | -23.6% |
| 30D | -47.0% | -6.8% | -40.2% | -45.4% |
| 3M | -43.3% | -16.4% | -26.9% | -39.6% |
| 6M | -50.8% | -6.1% | -44.6% | -49.6% |
| YTD | -30.4% | +32.0% | -62.4% | -37.0% |
| 1Y | -41.7% | +45.5% | -87.2% | -48.9% |
| 3Y | +701.4% | +106.5% | +594.9% | +520.2% |
| 5Y | +1,767.8% | +267.2% | +1,500.6% | +1,053.7% |
| 10Y | +1,636.8% | +878.9% | +757.9% | +634.9% |
| All | +2,093.5% | +10,080.6% | -7,987.1% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling