-16.8%
CMG vs STLD
+105.6%
-122.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +8.0% | -11.1% | +19.1% | +10.3% |
| 30D | +11.9% | -4.8% | +16.7% | +12.6% |
| 3M | +2.1% | -14.6% | +16.7% | +4.8% |
| 6M | +5.2% | -7.4% | +12.6% | +4.8% |
| YTD | -6.9% | +32.6% | -39.5% | -17.0% |
| 1Y | +12.7% | +47.3% | -34.7% | -2.5% |
| 3Y | -16.8% | +107.5% | -124.3% | -33.5% |
| All | -16.8% | +105.6% | -122.4% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling