+8.3%
CNP vs STLD
+89.3%
-80.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +1.1% | +3.1% | -2.1% | +1.2% |
| 30D | -1.8% | -9.0% | +7.2% | -1.9% |
| 3M | -4.6% | -12.4% | +7.7% | -5.1% |
| 6M | -8.8% | +25.5% | -34.3% | -7.9% |
| YTD | +5.2% | +43.6% | -38.4% | +6.8% |
| 1Y | +8.3% | +87.2% | -78.9% | +13.3% |
| All | +8.3% | +89.3% | -80.9% | +13.3% |
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