+256.9%
CP vs STLD
+802.0%
-545.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +9.6% | -0.1% | +9.7% | +9.3% |
| 3M | +2.2% | -9.2% | +11.4% | +4.4% |
| 6M | +11.1% | +1.8% | +9.3% | +9.1% |
| YTD | +28.2% | +42.1% | -14.0% | +13.5% |
| 1Y | +32.2% | +58.5% | -26.4% | +13.3% |
| 3Y | +35.5% | +128.2% | -92.7% | +0.9% |
| 5Y | +26.8% | +288.2% | -261.5% | -24.6% |
| 10Y | +256.9% | +799.8% | -542.9% | +43.8% |
| All | +256.9% | +802.0% | -545.1% | +43.8% |
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