+79.7%
CTVA vs STLD
+255.4%
-175.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +2.2% | -11.1% | +13.4% | +5.1% |
| 30D | -17.6% | -4.8% | -12.9% | -16.8% |
| 3M | +3.4% | -14.6% | +18.0% | +6.9% |
| 6M | -2.6% | -7.4% | +4.8% | -1.8% |
| YTD | +19.1% | +32.6% | -13.4% | +8.3% |
| 1Y | +26.8% | +47.3% | -20.6% | +11.8% |
| 3Y | +63.9% | +107.5% | -43.7% | +27.9% |
| All | +79.7% | +255.4% | -175.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling