+804.4%
CNP vs STLD
+8,008.3%
-7,204.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | -4.2% | -11.1% | +6.9% | -2.5% |
| 30D | +5.5% | -4.8% | +10.3% | +6.2% |
| 3M | +0.6% | -14.6% | +15.1% | +2.7% |
| 6M | -2.8% | -7.4% | +4.6% | -2.3% |
| YTD | +7.9% | +32.6% | -24.7% | +2.3% |
| 1Y | +6.7% | +47.3% | -40.7% | -0.5% |
| 3Y | +61.1% | +107.5% | -46.4% | +39.7% |
| 5Y | +73.0% | +268.8% | -195.9% | +33.5% |
| 10Y | +141.9% | +883.3% | -741.4% | +53.3% |
| All | +804.4% | +8,008.3% | -7,204.0% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling