+4,577.2%
CNC vs STLD
+13,913.2%
-9,336.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +3.5% | +3.1% | +0.4% | +2.9% |
| 30D | +0.1% | -9.0% | +9.1% | +1.9% |
| 3M | +6.9% | -12.4% | +19.3% | +9.3% |
| 6M | +49.0% | +25.5% | +23.5% | +41.2% |
| YTD | +62.9% | +43.6% | +19.3% | +49.7% |
| 1Y | +134.0% | +87.2% | +46.8% | +103.4% |
| 3Y | +9.4% | +135.2% | -125.8% | -11.9% |
| 5Y | +4.1% | +290.9% | -286.7% | -27.3% |
| 10Y | +95.4% | +1,113.5% | -1,018.1% | +0.8% |
| All | +4,577.2% | +13,913.2% | -9,336.0% | +1,399.4% |
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