+4,681.9%
CNC vs STLD
+13,105.3%
-8,423.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | +3.0% | -9.7% | +12.7% | +5.0% |
| 30D | +4.9% | -4.5% | +9.4% | +5.6% |
| 3M | +4.2% | -13.1% | +17.3% | +6.7% |
| 6M | +22.5% | -2.8% | +25.2% | +22.1% |
| YTD | +66.6% | +35.3% | +31.2% | +54.5% |
| 1Y | +82.5% | +51.4% | +31.1% | +65.4% |
| 3Y | -4.1% | +117.9% | -122.0% | -21.6% |
| 5Y | -8.3% | +272.6% | -280.9% | -35.4% |
| 10Y | +153.6% | +782.2% | -628.6% | +39.9% |
| All | +4,681.9% | +13,105.3% | -8,423.5% | +1,447.0% |
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