+59.9%
CME vs STLD
+115.4%
-55.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.3% |
| 7D | -0.6% | -9.7% | +9.1% | -1.2% |
| 30D | +8.5% | -4.5% | +13.1% | +8.3% |
| 3M | +16.0% | -13.1% | +29.1% | +15.2% |
| 6M | +9.3% | -2.8% | +12.1% | +9.6% |
| YTD | +15.3% | +35.3% | -20.0% | +18.4% |
| 1Y | +14.4% | +51.4% | -37.0% | +18.5% |
| 3Y | +59.9% | +117.9% | -58.0% | +67.1% |
| All | +59.9% | +115.4% | -55.4% | +67.1% |
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