+3,961.4%
CMG vs STLD
+3,274.0%
+687.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.3% |
| 7D | +8.6% | -9.7% | +18.3% | +11.3% |
| 30D | +13.1% | -4.5% | +17.7% | +14.2% |
| 3M | +9.0% | -13.1% | +22.1% | +12.2% |
| 6M | +10.0% | -2.8% | +12.8% | +8.9% |
| YTD | -3.4% | +35.3% | -38.7% | -12.9% |
| 1Y | +16.8% | +51.4% | -34.5% | +2.3% |
| 3Y | -14.7% | +117.9% | -132.6% | -33.8% |
| 5Y | -1.5% | +272.6% | -274.1% | -36.2% |
| 10Y | +383.6% | +782.2% | -398.6% | +124.5% |
| All | +3,961.4% | +3,274.0% | +687.4% | +829.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling