+323.6%
CMG vs STLD
+1,072.4%
-748.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +2.7% | -4.1% | -2.1% |
| 30D | +12.7% | -8.4% | +21.2% | +14.9% |
| 3M | +26.3% | -9.9% | +36.1% | +28.6% |
| 6M | +4.5% | +33.0% | -28.5% | -4.4% |
| YTD | -0.1% | +42.6% | -42.7% | -10.5% |
| 1Y | -6.8% | +80.8% | -87.5% | -21.4% |
| 3Y | -5.0% | +143.4% | -148.4% | -27.5% |
| 5Y | -3.0% | +293.4% | -296.4% | -37.4% |
| 10Y | +323.6% | +1,080.4% | -756.9% | +86.8% |
| All | +323.6% | +1,072.4% | -748.8% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling