+71.0%
CME vs STLD
+255.4%
-184.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.9% | -11.1% | +12.0% | +1.3% |
| 30D | +13.2% | -4.8% | +18.0% | +13.3% |
| 3M | +16.3% | -14.6% | +30.8% | +16.9% |
| 6M | +7.1% | -7.4% | +14.5% | +7.3% |
| YTD | +15.8% | +32.6% | -16.7% | +13.8% |
| 1Y | +17.1% | +47.3% | -30.3% | +14.3% |
| 3Y | +63.2% | +107.5% | -44.4% | +52.0% |
| All | +71.0% | +255.4% | -184.4% | +39.6% |
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