-4.9%
CMI vs STLD
+56.0%
-60.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.2% |
| 7D | -9.3% | -4.7% | -4.6% | -7.4% |
| 30D | -13.2% | -0.9% | -12.3% | -12.9% |
| 3M | -28.2% | -11.9% | -16.3% | -24.1% |
| 6M | -32.7% | +0.9% | -33.6% | -34.4% |
| YTD | -10.1% | +40.4% | -50.5% | -26.2% |
| 1Y | -4.9% | +56.6% | -61.4% | -26.9% |
| All | -4.9% | +56.0% | -60.8% | -26.9% |
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