-3.1%
CMS vs STLD
+50.3%
-53.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.6% |
| 7D | -0.9% | -9.7% | +8.8% | -1.1% |
| 30D | +7.1% | -4.5% | +11.6% | +6.9% |
| 3M | -1.3% | -13.1% | +11.8% | -1.5% |
| 6M | -2.7% | -2.8% | +0.1% | -2.8% |
| YTD | +2.6% | +35.3% | -32.7% | +0.8% |
| All | -3.1% | +50.3% | -53.4% | -6.9% |
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