-1.2%
CNC vs STLD
+119.8%
-121.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.6% |
| 7D | +2.2% | +2.9% | -0.7% | +2.0% |
| 30D | +1.6% | -5.6% | +7.1% | +1.8% |
| 3M | +7.9% | -11.7% | +19.6% | +8.5% |
| 6M | +21.2% | -2.8% | +24.0% | +21.2% |
| YTD | +73.2% | +36.4% | +36.7% | +69.0% |
| 1Y | +97.5% | +50.0% | +47.5% | +91.6% |
| 3Y | -1.2% | +122.3% | -123.5% | -7.7% |
| All | -1.2% | +119.8% | -121.0% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling