+325.9%
CMG vs STLD
+761.4%
-435.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.1% |
| 7D | +2.5% | +2.9% | -0.5% | +1.7% |
| 30D | +15.6% | -5.6% | +21.1% | +16.9% |
| 3M | +8.2% | -11.7% | +19.9% | +10.7% |
| 6M | +9.9% | -2.8% | +12.6% | +8.8% |
| YTD | -4.6% | +36.4% | -41.1% | -14.2% |
| 1Y | +12.4% | +50.0% | -37.6% | -1.3% |
| 3Y | -18.0% | +122.3% | -140.3% | -36.4% |
| 5Y | -5.3% | +273.2% | -278.5% | -38.6% |
| All | +325.9% | +761.4% | -435.5% | +98.7% |
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