+43.6%
CVE vs STLD
+22.5%
+21.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.4% |
| 7D | +2.5% | +3.1% | -0.6% | +2.6% |
| 30D | +16.7% | -9.0% | +25.7% | +16.2% |
| 3M | +9.3% | -12.4% | +21.6% | +8.3% |
| 6M | +43.6% | +25.5% | +18.1% | +54.4% |
| All | +43.6% | +22.5% | +21.1% | +54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling