+222.5%
CP vs STLD
+1,105.0%
-882.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.7% | +3.1% | -5.8% | -3.6% |
| 30D | +0.2% | -9.0% | +9.2% | +2.6% |
| 3M | +2.6% | -12.4% | +14.9% | +5.8% |
| 6M | +6.0% | +25.5% | -19.5% | -2.0% |
| YTD | +24.9% | +43.6% | -18.7% | +10.9% |
| 1Y | +20.1% | +87.2% | -67.1% | -1.8% |
| 3Y | +16.4% | +135.2% | -118.8% | -13.6% |
| 5Y | +31.7% | +290.9% | -259.1% | -21.1% |
| All | +222.5% | +1,105.0% | -882.5% | +27.1% |
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