+789.0%
CNP vs STLD
+7,971.8%
-7,182.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.0% | -1.5% |
| 7D | -5.3% | -12.5% | +7.2% | -3.4% |
| 30D | +3.7% | -6.8% | +10.5% | +4.7% |
| 3M | -1.1% | -16.4% | +15.3% | +1.3% |
| 6M | -7.1% | -6.1% | -1.0% | -6.8% |
| YTD | +6.0% | +32.0% | -25.9% | +0.6% |
| 1Y | +5.2% | +45.5% | -40.3% | -1.7% |
| 3Y | +57.5% | +106.5% | -49.0% | +36.7% |
| 5Y | +70.0% | +267.2% | -197.1% | +31.3% |
| 10Y | +137.8% | +878.9% | -741.1% | +50.8% |
| All | +789.0% | +7,971.8% | -7,182.8% | +294.7% |
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