+79.8%
CNQ vs STLD
+136.9%
-57.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.7% | -3.6% | +3.0% | +0.1% |
| 30D | +6.7% | -10.1% | +16.8% | +9.0% |
| 3M | +12.8% | -11.4% | +24.2% | +15.3% |
| 6M | +13.3% | +30.8% | -17.5% | +5.0% |
| YTD | +53.1% | +40.7% | +12.4% | +38.6% |
| 1Y | +66.1% | +80.8% | -14.7% | +39.5% |
| All | +79.8% | +136.9% | -57.1% | +35.3% |
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 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