+6,781.2%
CME vs STLD
+11,406.4%
-4,625.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -2.5% |
| 30D | +6.2% | -9.0% | +15.2% | +8.5% |
| 3M | +10.4% | -12.4% | +22.8% | +13.5% |
| 6M | -9.5% | +25.5% | -35.0% | -16.0% |
| YTD | +6.0% | +43.6% | -37.6% | -5.4% |
| 1Y | +9.3% | +87.2% | -77.9% | -9.6% |
| 3Y | +57.7% | +135.2% | -77.6% | +17.0% |
| 5Y | +77.7% | +290.9% | -213.2% | +8.0% |
| 10Y | +281.2% | +1,113.5% | -832.2% | +49.3% |
| All | +6,781.2% | +11,406.4% | -4,625.2% | +1,176.3% |
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