+37.2%
CVS vs STLD
+868.9%
-831.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -7.1% | -11.1% | +4.0% | -4.7% |
| 30D | -4.0% | -4.8% | +0.8% | -3.1% |
| 3M | -12.2% | -14.6% | +2.3% | -9.6% |
| 6M | -2.2% | -7.4% | +5.2% | -1.3% |
| YTD | +8.9% | +32.6% | -23.7% | +0.8% |
| 1Y | +9.9% | +47.3% | -37.5% | -0.8% |
| 3Y | +32.1% | +107.5% | -75.4% | +8.3% |
| 5Y | +5.7% | +268.8% | -263.2% | -27.4% |
| All | +37.2% | +868.9% | -831.7% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling