-2.5%
CMG vs STLD
+292.4%
-294.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -2.8% | +3.1% | -6.0% | -3.5% |
| 30D | +7.1% | -9.0% | +16.1% | +9.2% |
| 3M | +31.2% | -12.4% | +43.5% | +34.4% |
| 6M | +0.7% | +25.5% | -24.8% | -6.6% |
| YTD | -0.1% | +43.6% | -43.7% | -10.7% |
| 1Y | -10.7% | +87.2% | -97.9% | -25.3% |
| 3Y | -4.7% | +135.2% | -139.9% | -26.3% |
| All | -2.5% | +292.4% | -294.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling