-54.5%
CSGP vs STLD
+47.9%
-102.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.6% | +6.0% | -2.8% |
| 7D | +13.9% | -12.5% | +26.4% | +11.7% |
| 30D | +16.0% | -6.8% | +22.8% | +14.8% |
| 3M | +6.1% | -16.4% | +22.5% | +4.0% |
| 6M | -8.2% | -6.1% | -2.0% | -8.4% |
| YTD | -52.3% | +32.0% | -84.3% | -53.6% |
| 1Y | -54.5% | +45.5% | -100.0% | -58.1% |
| All | -54.5% | +47.9% | -102.4% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling