-67.5%
CPNG vs STLD
+423.8%
-491.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -6.2% | -0.5% | -5.7% | -6.2% |
| 30D | +4.6% | -0.1% | +4.7% | +4.4% |
| 3M | -3.1% | -9.2% | +6.1% | -1.6% |
| 6M | -0.9% | +1.8% | -2.6% | -2.1% |
| YTD | -32.2% | +42.1% | -74.4% | -38.3% |
| 1Y | -44.2% | +58.5% | -102.7% | -50.5% |
| 3Y | +4.4% | +128.2% | -123.8% | -17.8% |
| 5Y | -45.2% | +288.2% | -333.5% | -63.1% |
| All | -67.5% | +423.8% | -491.3% | -77.3% |
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 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