+268.8%
CNQ vs STLD
+286.6%
-17.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | -0.8% | -0.9% | +0.2% | -0.5% |
| 30D | +5.3% | -8.9% | +14.1% | +7.8% |
| 3M | +11.4% | -14.0% | +25.4% | +15.6% |
| 6M | +8.1% | +30.8% | -22.8% | -1.9% |
| YTD | +50.9% | +42.3% | +8.6% | +33.0% |
| 1Y | +63.6% | +81.1% | -17.5% | +32.7% |
| 3Y | +77.2% | +149.2% | -71.9% | +24.9% |
| All | +268.8% | +286.6% | -17.8% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling