+4,765.6%
CNC vs STLD
+12,834.9%
-8,069.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.4% | -6.1% |
| 7D | +1.9% | -11.1% | +13.0% | +4.2% |
| 30D | +7.3% | -4.8% | +12.1% | +8.2% |
| 3M | +8.6% | -14.6% | +23.2% | +11.7% |
| 6M | +26.0% | -7.4% | +33.4% | +26.9% |
| YTD | +69.5% | +32.6% | +36.9% | +57.8% |
| 1Y | +88.0% | +47.3% | +40.7% | +71.4% |
| 3Y | -2.9% | +107.5% | -110.5% | -19.9% |
| 5Y | -6.0% | +268.8% | -274.8% | -33.6% |
| 10Y | +126.4% | +883.3% | -756.9% | +21.6% |
| All | +4,765.6% | +12,834.9% | -8,069.3% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling