+5,649.5%
CNQ vs STLD
+14,119.1%
-8,469.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -2.8% | +1.9% | +0.3% |
| 30D | +8.7% | -10.4% | +19.1% | +13.3% |
| 3M | +15.8% | -10.6% | +26.4% | +20.1% |
| 6M | +13.3% | +32.7% | -19.4% | -2.3% |
| YTD | +54.7% | +42.8% | +11.9% | +28.6% |
| 1Y | +69.5% | +86.9% | -17.4% | +24.4% |
| 3Y | +77.3% | +143.8% | -66.5% | +10.8% |
| 5Y | +290.3% | +293.5% | -3.2% | +85.4% |
| 10Y | +429.3% | +1,122.7% | -693.4% | +47.9% |
| All | +5,649.5% | +14,119.1% | -8,469.5% | +809.2% |
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 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