-69.2%
CPNG vs STLD
+402.9%
-472.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | 0.0% |
| 7D | -6.8% | +2.9% | -9.7% | -7.4% |
| 30D | +5.5% | -5.6% | +11.0% | +6.6% |
| 3M | -6.8% | -11.7% | +5.0% | -4.7% |
| 6M | -4.8% | -2.8% | -2.0% | -5.1% |
| YTD | -35.6% | +36.4% | -72.1% | -40.9% |
| 1Y | -46.8% | +50.0% | -96.8% | -52.2% |
| 3Y | -0.8% | +122.3% | -123.1% | -21.4% |
| 5Y | -42.9% | +273.2% | -316.1% | -61.2% |
| All | -69.2% | +402.9% | -472.0% | -78.3% |
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