+415.5%
CNQ vs STLD
+1,131.4%
-715.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +0.1% | -0.9% | +1.1% | +0.5% |
| 30D | +6.2% | -8.9% | +15.1% | +10.2% |
| 3M | +12.4% | -14.0% | +26.4% | +19.1% |
| 6M | +9.0% | +30.8% | -21.8% | -6.9% |
| YTD | +52.2% | +42.3% | +9.9% | +24.1% |
| 1Y | +65.0% | +81.1% | -16.1% | +18.5% |
| 3Y | +78.8% | +149.2% | -70.4% | +2.6% |
| 5Y | +286.0% | +292.9% | -6.9% | +55.7% |
| All | +415.5% | +1,131.4% | -715.9% | +7.1% |
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 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