+121.7%
CMS vs STLD
+868.9%
-747.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -1.3% | -11.1% | +9.8% | -0.7% |
| 30D | +6.3% | -4.8% | +11.1% | +6.5% |
| 3M | -2.1% | -14.6% | +12.5% | -1.4% |
| 6M | -5.1% | -7.4% | +2.3% | -4.9% |
| YTD | +1.3% | +32.6% | -31.3% | -0.8% |
| 1Y | -1.4% | +47.3% | -48.7% | -4.0% |
| 3Y | +36.9% | +107.5% | -70.6% | +29.3% |
| 5Y | +32.5% | +268.8% | -236.3% | +18.7% |
| All | +121.7% | +868.9% | -747.2% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling