+172.5%
CNC vs STLD
+790.2%
-617.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -5.3% | +6.9% | -12.1% | -6.6% |
| 30D | +2.0% | -1.5% | +3.5% | +2.1% |
| 3M | +4.8% | -9.7% | +14.5% | +6.6% |
| 6M | +18.5% | +2.3% | +16.2% | +16.8% |
| YTD | +70.8% | +41.0% | +29.7% | +55.9% |
| 1Y | +94.1% | +51.8% | +42.3% | +74.4% |
| 3Y | -2.2% | +126.4% | -128.6% | -22.7% |
| 5Y | -7.4% | +285.7% | -293.1% | -39.7% |
| All | +172.5% | +790.2% | -617.7% | +31.6% |
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