+106.3%
CNH vs STLD
+790.2%
-684.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | +6.4% | +6.9% | -0.5% | +3.2% |
| 30D | -1.6% | -1.5% | -0.2% | -1.3% |
| 3M | +11.6% | -9.7% | +21.2% | +15.9% |
| 6M | +12.5% | +2.3% | +10.2% | +9.8% |
| YTD | +31.1% | +41.0% | -9.9% | +9.5% |
| 1Y | +17.0% | +51.8% | -34.8% | -5.6% |
| 3Y | +28.7% | +126.4% | -97.7% | -16.8% |
| 5Y | -17.4% | +285.7% | -303.1% | -61.0% |
| All | +106.3% | +790.2% | -684.0% | -43.7% |
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