-62.8%
CSGP vs STLD
+135.5%
-198.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -4.1% | +3.1% | -7.2% | -4.5% |
| 30D | +2.3% | -9.0% | +11.3% | +3.5% |
| 3M | -8.2% | -12.4% | +4.2% | -6.6% |
| 6M | -35.1% | +25.5% | -60.6% | -38.2% |
| YTD | -54.0% | +43.6% | -97.6% | -57.8% |
| 1Y | -65.3% | +87.2% | -152.5% | -70.2% |
| All | -62.8% | +135.5% | -198.3% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling