+231.7%
CTVA vs STLD
+918.6%
-687.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.3% |
| 7D | +4.9% | +3.1% | +1.8% | +3.8% |
| 30D | +11.9% | -9.0% | +20.9% | +15.3% |
| 3M | +13.7% | -12.4% | +26.0% | +18.1% |
| 6M | +13.1% | +25.5% | -12.4% | +2.4% |
| YTD | +32.0% | +43.6% | -11.7% | +13.1% |
| 1Y | +22.1% | +87.2% | -65.1% | -6.0% |
| 3Y | +77.5% | +135.2% | -57.7% | +20.3% |
| 5Y | +106.3% | +290.9% | -184.6% | +4.5% |
| All | +231.7% | +918.6% | -687.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling