+112.0%
CMI vs STLD
+255.4%
-143.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -10.0% | -11.1% | +1.1% | -6.2% |
| 30D | -13.0% | -4.8% | -8.2% | -11.5% |
| 3M | -29.9% | -14.6% | -15.3% | -26.3% |
| 6M | -36.7% | -7.4% | -29.3% | -35.5% |
| YTD | -10.9% | +32.6% | -43.5% | -19.9% |
| 1Y | -1.3% | +47.3% | -48.7% | -14.4% |
| 3Y | +117.4% | +107.5% | +9.8% | +64.9% |
| All | +112.0% | +255.4% | -143.4% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling