+43.3%
CTVA vs STLD
+119.8%
-76.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.3% |
| 7D | -20.8% | +2.9% | -23.7% | -21.2% |
| 30D | -29.6% | -5.6% | -24.1% | -28.9% |
| 3M | -16.9% | -11.7% | -5.2% | -15.0% |
| 6M | -24.3% | -2.8% | -21.5% | -24.7% |
| YTD | -5.6% | +36.4% | -42.1% | -14.2% |
| 1Y | -4.2% | +50.0% | -54.2% | -15.1% |
| 3Y | +43.3% | +122.3% | -79.0% | +14.3% |
| All | +43.3% | +119.8% | -76.5% | +14.3% |
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