+332.6%
CMI vs STLD
+761.4%
-428.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | +0.5% | +2.9% | -2.5% | -0.6% |
| 30D | -14.0% | -5.6% | -8.5% | -12.3% |
| 3M | -28.1% | -11.7% | -16.4% | -25.3% |
| 6M | -35.8% | -2.8% | -33.1% | -35.8% |
| YTD | -10.5% | +36.4% | -47.0% | -20.9% |
| 1Y | -1.9% | +50.0% | -51.9% | -16.2% |
| 3Y | +121.0% | +122.3% | -1.3% | +59.6% |
| 5Y | +114.6% | +273.2% | -158.7% | +22.6% |
| All | +332.6% | +761.4% | -428.8% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling