-70.0%
CPNG vs STLD
+426.3%
-496.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.6% | -2.8% | -4.8% | -7.0% |
| 30D | -8.8% | -10.4% | +1.6% | -6.8% |
| 3M | -7.2% | -10.6% | +3.4% | -5.3% |
| 6M | -21.5% | +32.7% | -54.2% | -27.2% |
| YTD | -37.4% | +42.8% | -80.2% | -42.9% |
| 1Y | -54.3% | +86.9% | -141.3% | -61.0% |
| 3Y | -20.3% | +143.8% | -164.1% | -38.2% |
| 5Y | -51.2% | +293.5% | -344.7% | -67.1% |
| All | -70.0% | +426.3% | -496.3% | -79.0% |
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