+62.7%
CVS vs STLD
+802.0%
-739.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +12.0% | -0.5% | +12.4% | +12.0% |
| 30D | +2.8% | -0.1% | +2.8% | +2.7% |
| 3M | -3.6% | -9.2% | +5.6% | -2.0% |
| 6M | -1.6% | +1.8% | -3.4% | -2.8% |
| YTD | +16.3% | +42.1% | -25.9% | +6.1% |
| 1Y | +15.5% | +58.5% | -43.0% | +2.8% |
| 3Y | +48.1% | +128.2% | -80.1% | +19.1% |
| 5Y | +12.3% | +288.2% | -275.9% | -23.5% |
| 10Y | +62.7% | +799.8% | -737.1% | -11.9% |
| All | +62.7% | +802.0% | -739.4% | -11.9% |
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