+90.9%
CNC vs STLD
+1,072.4%
-981.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -1.0% | +2.7% | -3.7% | -1.5% |
| 30D | -1.8% | -8.4% | +6.6% | -0.2% |
| 3M | -0.7% | -9.9% | +9.2% | +1.0% |
| 6M | +47.9% | +33.0% | +14.9% | +38.4% |
| YTD | +56.9% | +42.6% | +14.4% | +44.1% |
| 1Y | +123.9% | +80.8% | +43.2% | +95.3% |
| 3Y | -1.3% | +143.4% | -144.7% | -22.2% |
| 5Y | +2.8% | +293.4% | -290.7% | -31.8% |
| 10Y | +90.9% | +1,080.4% | -989.5% | -1.2% |
| All | +90.9% | +1,072.4% | -981.5% | -1.2% |
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