+5.8%
CNP vs STLD
+51.7%
-45.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +2.5% | +6.9% | -4.4% | +2.3% |
| 30D | +4.0% | -1.5% | +5.5% | +4.0% |
| 3M | +1.6% | -9.7% | +11.3% | +1.7% |
| 6M | -1.7% | +2.3% | -4.0% | -1.5% |
| YTD | +8.6% | +41.0% | -32.4% | +8.2% |
| All | +5.8% | +51.7% | -45.9% | +6.1% |
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