+204.7%
CTVA vs STLD
+859.9%
-655.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.0% |
| 7D | +1.6% | -9.7% | +11.3% | +5.1% |
| 30D | -8.5% | -4.5% | -4.0% | -7.3% |
| 3M | +5.3% | -13.1% | +18.4% | +9.7% |
| 6M | -0.1% | -2.8% | +2.7% | -0.8% |
| YTD | +21.2% | +35.3% | -14.1% | +5.6% |
| 1Y | +27.0% | +51.4% | -24.4% | +5.9% |
| 3Y | +87.2% | +117.9% | -30.7% | +30.2% |
| 5Y | +77.9% | +272.6% | -194.7% | -8.5% |
| All | +204.7% | +859.9% | -655.2% | -9.8% |
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