+34.6%
CP vs STLD
+45.5%
-10.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | +2.8% | -11.1% | +13.9% | +5.4% |
| 30D | +10.2% | -4.8% | +15.0% | +11.0% |
| 3M | +2.4% | -14.6% | +16.9% | +5.8% |
| 6M | +7.7% | -7.4% | +15.1% | +7.6% |
| YTD | +26.0% | +32.6% | -6.6% | +5.6% |
| 1Y | +34.6% | +47.3% | -12.7% | +7.2% |
| All | +34.6% | +45.5% | -10.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling