+137.3%
CNP vs STLD
+1,105.0%
-967.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +1.1% | +3.1% | -2.1% | +0.5% |
| 30D | -1.8% | -9.0% | +7.2% | -0.3% |
| 3M | -4.6% | -12.4% | +7.7% | -2.8% |
| 6M | -8.8% | +25.5% | -34.3% | -13.4% |
| YTD | +5.2% | +43.6% | -38.4% | -2.8% |
| 1Y | +8.3% | +87.2% | -78.9% | -5.4% |
| 3Y | +54.9% | +135.2% | -80.4% | +25.1% |
| 5Y | +73.5% | +290.9% | -217.4% | +17.8% |
| All | +137.3% | +1,105.0% | -967.7% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling