-5.1%
CNH vs STLD
+269.6%
-274.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.0% |
| 7D | +8.6% | -9.7% | +18.2% | +13.3% |
| 30D | +12.6% | -4.5% | +17.1% | +14.6% |
| 3M | +17.5% | -13.1% | +30.6% | +23.8% |
| 6M | +18.1% | -2.8% | +20.9% | +18.1% |
| YTD | +40.4% | +35.3% | +5.0% | +21.1% |
| 1Y | +34.0% | +51.4% | -17.4% | +10.3% |
| 3Y | +35.3% | +117.9% | -82.6% | -7.4% |
| 5Y | -5.1% | +272.6% | -277.7% | -49.6% |
| All | -5.1% | +269.6% | -274.7% | -49.6% |
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