+28.5%
CNH vs STLD
+56.0%
-27.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -6.0% |
| 7D | +4.5% | -4.7% | +9.2% | +6.6% |
| 30D | +7.6% | -0.9% | +8.6% | +7.7% |
| 3M | +17.0% | -11.9% | +28.9% | +23.2% |
| 6M | +12.9% | +0.9% | +12.0% | +9.6% |
| YTD | +34.3% | +40.4% | -6.2% | +5.0% |
| 1Y | +28.5% | +56.6% | -28.0% | -8.1% |
| All | +28.5% | +56.0% | -27.4% | -8.1% |
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