+35.4%
CMS vs STLD
+268.5%
-233.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.6% | +7.2% | -0.2% |
| 7D | +1.7% | -12.5% | +14.1% | +2.0% |
| 30D | +8.6% | -6.8% | +15.5% | +8.8% |
| 3M | -0.5% | -16.4% | +15.9% | 0.0% |
| 6M | -4.2% | -6.1% | +1.9% | -4.2% |
| YTD | +3.4% | +32.0% | -28.5% | +2.1% |
| 1Y | +0.4% | +45.5% | -45.1% | -1.3% |
| 3Y | +38.2% | +106.5% | -68.3% | +32.2% |
| 5Y | +35.4% | +267.2% | -231.8% | +23.7% |
| All | +35.4% | +268.5% | -233.1% | +23.7% |
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