-66.7%
CPNG vs STLD
+398.8%
-465.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | +11.7% | -9.7% | +21.4% | +14.0% |
| 30D | +3.8% | -4.5% | +8.3% | +4.6% |
| 3M | +1.2% | -13.1% | +14.3% | +3.7% |
| 6M | -3.3% | -2.8% | -0.5% | -3.6% |
| YTD | -30.4% | +35.3% | -65.7% | -36.0% |
| 1Y | -43.1% | +51.4% | -94.5% | -49.1% |
| 3Y | +8.2% | +117.9% | -109.7% | -13.9% |
| 5Y | -44.7% | +272.6% | -317.3% | -62.3% |
| All | -66.7% | +398.8% | -465.4% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling