+106.3%
CNH vs STLD
+804.7%
-698.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -6.1% |
| 7D | +4.5% | -4.7% | +9.2% | +6.7% |
| 30D | +7.6% | -0.9% | +8.6% | +7.8% |
| 3M | +17.0% | -11.9% | +28.9% | +22.9% |
| 6M | +12.9% | +0.9% | +12.0% | +10.9% |
| YTD | +34.3% | +40.4% | -6.2% | +12.3% |
| 1Y | +28.5% | +56.6% | -28.0% | +2.3% |
| 3Y | +31.9% | +125.5% | -93.6% | -14.6% |
| 5Y | -9.6% | +292.8% | -302.4% | -57.7% |
| 10Y | +106.3% | +787.1% | -680.8% | -44.5% |
| All | +106.3% | +804.7% | -698.4% | -44.5% |
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