+67.4%
CVE vs STLD
+2,145.3%
-2,078.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -6.1% |
| 7D | -12.1% | -3.9% | -8.1% | -10.2% |
| 30D | -9.8% | -0.4% | -9.4% | -9.7% |
| 3M | -0.7% | -9.2% | +8.5% | +3.3% |
| 6M | -4.3% | +5.0% | -9.3% | -9.0% |
| YTD | +70.6% | +42.8% | +27.8% | +36.3% |
| 1Y | +73.2% | +60.1% | +13.1% | +29.8% |
| 3Y | +60.3% | +123.5% | -63.1% | -3.9% |
| 5Y | +159.3% | +302.0% | -142.7% | +2.9% |
| 10Y | +147.4% | +959.3% | -811.8% | -44.0% |
| All | +67.4% | +2,145.3% | -2,078.0% | -76.0% |
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