+9,493.7%
CMI vs STLD
+8,684.3%
+809.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -17.0% | -12.4% | -4.6% | -13.4% |
| 6M | -1.6% | +25.5% | -27.1% | -10.4% |
| YTD | +11.0% | +43.6% | -32.6% | -4.2% |
| 1Y | +41.9% | +87.2% | -45.3% | +10.4% |
| 3Y | +151.8% | +135.2% | +16.6% | +74.6% |
| 5Y | +163.6% | +290.9% | -127.3% | +42.9% |
| 10Y | +472.9% | +1,113.5% | -640.5% | +81.1% |
| All | +9,493.7% | +8,684.3% | +809.5% | +1,282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling