+61.1%
CNP vs STLD
+105.6%
-44.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | -4.2% | -11.1% | +6.9% | -4.0% |
| 30D | +5.5% | -4.8% | +10.3% | +5.6% |
| 3M | +0.6% | -14.6% | +15.1% | +0.8% |
| 6M | -2.8% | -7.4% | +4.6% | -2.8% |
| YTD | +7.9% | +32.6% | -24.7% | +7.3% |
| 1Y | +6.7% | +47.3% | -40.7% | +5.9% |
| 3Y | +61.1% | +107.5% | -46.4% | +54.9% |
| All | +61.1% | +105.6% | -44.5% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling