+42.6%
CMI vs STLD
+80.8%
-38.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.7% | -2.8% | +3.5% | +1.9% |
| 30D | -12.3% | -10.4% | -1.9% | -8.1% |
| 3M | -16.8% | -10.6% | -6.2% | -13.2% |
| 6M | +1.5% | +32.7% | -31.2% | -12.4% |
| YTD | +9.8% | +42.8% | -33.0% | -7.4% |
| 1Y | +42.6% | +86.9% | -44.4% | +11.6% |
| All | +42.6% | +80.8% | -38.2% | +11.6% |
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