+156.2%
CMI vs STLD
+144.6%
+11.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.4% |
| 7D | -0.7% | +3.1% | -3.9% | -2.0% |
| 30D | -13.4% | -9.0% | -4.5% | -10.5% |
| 3M | -17.0% | -12.4% | -4.6% | -13.3% |
| 6M | -1.6% | +25.5% | -27.1% | -10.6% |
| YTD | +11.0% | +43.6% | -32.6% | -4.0% |
| 1Y | +41.9% | +87.2% | -45.3% | +11.6% |
| All | +156.2% | +144.6% | +11.6% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling