+6.3%
CNH vs STLD
+104.7%
-98.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.6% | +3.7% | -0.6% |
| 7D | -0.4% | -12.5% | +12.1% | +5.5% |
| 30D | -15.2% | -6.8% | -8.4% | -12.8% |
| 3M | +4.3% | -16.4% | +20.6% | +11.8% |
| 6M | +10.1% | -6.1% | +16.2% | +11.5% |
| YTD | +23.2% | +32.0% | -8.8% | +6.3% |
| 1Y | +8.5% | +45.5% | -37.0% | -10.3% |
| All | +6.3% | +104.7% | -98.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling