+262.2%
CP vs STLD
+790.2%
-528.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +0.9% | +6.9% | -6.0% | -1.0% |
| 30D | +10.3% | -1.5% | +11.8% | +10.5% |
| 3M | +2.3% | -9.7% | +12.0% | +4.6% |
| 6M | +10.7% | +2.3% | +8.4% | +8.6% |
| YTD | +29.3% | +41.0% | -11.7% | +14.7% |
| 1Y | +31.5% | +51.8% | -20.4% | +14.1% |
| 3Y | +36.7% | +126.4% | -89.7% | +2.0% |
| 5Y | +26.8% | +285.7% | -258.9% | -24.5% |
| All | +262.2% | +790.2% | -528.0% | +45.2% |
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 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