-14.9%
CNH vs STLD
+255.4%
-270.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -1.7% | -11.1% | +9.4% | +3.2% |
| 30D | -7.2% | -4.8% | -2.4% | -5.6% |
| 3M | +6.5% | -14.6% | +21.1% | +13.0% |
| 6M | +7.9% | -7.4% | +15.3% | +10.0% |
| YTD | +26.6% | +32.6% | -6.0% | +10.1% |
| 1Y | +13.8% | +47.3% | -33.6% | -5.3% |
| 3Y | +9.2% | +107.5% | -98.3% | -23.7% |
| All | -14.9% | +255.4% | -270.3% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling