-6.8%
CMG vs STLD
+80.8%
-87.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | +2.7% | -4.1% | -1.9% |
| 30D | +12.7% | -8.4% | +21.2% | +14.3% |
| 3M | +26.3% | -9.9% | +36.1% | +28.7% |
| 6M | +4.5% | +33.0% | -28.5% | -10.7% |
| YTD | -0.1% | +42.6% | -42.7% | -18.8% |
| 1Y | -6.8% | +80.8% | -87.5% | -30.6% |
| All | -6.8% | +80.8% | -87.6% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling