+1,886.9%
CSCO vs STLD
+7,971.8%
-6,084.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.6% | 0.0% | -5.6% |
| 7D | -11.9% | -12.5% | +0.6% | -8.6% |
| 30D | -18.8% | -6.8% | -12.0% | -17.3% |
| 3M | -21.2% | -16.4% | -4.8% | -17.6% |
| 6M | +1.9% | -6.1% | +8.0% | +2.8% |
| YTD | +26.1% | +32.0% | -5.9% | +15.5% |
| 1Y | +34.7% | +45.5% | -10.8% | +20.0% |
| 3Y | +94.0% | +106.5% | -12.5% | +53.2% |
| 5Y | +91.6% | +267.2% | -175.6% | +23.5% |
| 10Y | +323.2% | +878.9% | -555.7% | +91.2% |
| All | +1,886.9% | +7,971.8% | -6,084.9% | +202.9% |
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