+73.3%
CSGP vs STLD
+864.5%
-791.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.6% | +6.0% | -0.1% |
| 7D | +13.9% | -12.5% | +26.4% | +17.0% |
| 30D | +16.0% | -6.8% | +22.8% | +17.3% |
| 3M | +6.1% | -16.4% | +22.5% | +9.4% |
| 6M | -8.2% | -6.1% | -2.0% | -8.3% |
| YTD | -52.3% | +32.0% | -84.3% | -56.4% |
| 1Y | -54.5% | +45.5% | -100.0% | -59.3% |
| 3Y | -58.6% | +106.5% | -165.1% | -66.8% |
| 5Y | -61.5% | +267.2% | -328.7% | -73.7% |
| All | +73.3% | +864.5% | -791.2% | -13.6% |
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