+165.3%
CNH vs STLD
+1,105.0%
-939.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.8% |
| 7D | +23.3% | +3.1% | +20.1% | +21.6% |
| 30D | +33.5% | -9.0% | +42.4% | +38.8% |
| 3M | +32.7% | -12.4% | +45.1% | +39.9% |
| 6M | +22.2% | +25.5% | -3.3% | +8.8% |
| YTD | +57.7% | +43.6% | +14.1% | +31.3% |
| 1Y | +28.0% | +87.2% | -59.2% | -6.2% |
| 3Y | +11.5% | +135.2% | -123.7% | -28.9% |
| 5Y | +11.9% | +290.9% | -279.0% | -47.4% |
| All | +165.3% | +1,105.0% | -939.7% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling