+12.4%
CMG vs STLD
+46.8%
-34.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.4% |
| 7D | +2.5% | +2.9% | -0.5% | +2.4% |
| 30D | +15.6% | -5.6% | +21.1% | +15.7% |
| 3M | +8.2% | -11.7% | +19.9% | +8.8% |
| 6M | +9.9% | -2.8% | +12.6% | +7.1% |
| YTD | -4.6% | +36.4% | -41.1% | -19.6% |
| 1Y | +12.4% | +50.0% | -37.6% | -10.2% |
| All | +12.4% | +46.8% | -34.3% | -10.2% |
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