+9.9%
CVS vs STLD
+45.5%
-35.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -7.1% | -11.1% | +4.0% | -5.8% |
| 30D | -4.0% | -4.8% | +0.8% | -3.5% |
| 3M | -12.2% | -14.6% | +2.3% | -10.5% |
| 6M | -2.2% | -7.4% | +5.2% | -1.3% |
| YTD | +8.9% | +32.6% | -23.7% | +4.0% |
| 1Y | +9.9% | +47.3% | -37.5% | +3.2% |
| All | +9.9% | +45.5% | -35.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling