+28.0%
CNH vs STLD
+89.3%
-61.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.8% |
| 7D | +23.3% | +3.1% | +20.1% | +21.7% |
| 30D | +33.5% | -9.0% | +42.4% | +38.6% |
| 3M | +32.7% | -12.4% | +45.1% | +39.6% |
| 6M | +22.2% | +25.5% | -3.3% | +6.6% |
| YTD | +57.7% | +43.6% | +14.1% | +29.8% |
| 1Y | +28.0% | +87.2% | -59.2% | -3.4% |
| All | +28.0% | +89.3% | -61.3% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling