+44.1%
CSGP vs STLD
+1,105.0%
-1,060.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -4.1% | +3.1% | -7.2% | -4.8% |
| 30D | +2.3% | -9.0% | +11.3% | +4.1% |
| 3M | -8.2% | -12.4% | +4.2% | -6.1% |
| 6M | -35.1% | +25.5% | -60.6% | -39.1% |
| YTD | -54.0% | +43.6% | -97.6% | -58.5% |
| 1Y | -65.3% | +87.2% | -152.5% | -70.7% |
| 3Y | -62.6% | +135.2% | -197.8% | -70.7% |
| 5Y | -64.8% | +290.9% | -355.7% | -76.2% |
| All | +44.1% | +1,105.0% | -1,060.9% | -33.5% |
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 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