-2.2%
CVS vs STLD
-6.9%
+4.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | -7.1% | -11.1% | +4.0% | -6.0% |
| 30D | -4.0% | -4.8% | +0.8% | -3.5% |
| 3M | -12.2% | -14.6% | +2.3% | -10.4% |
| 6M | -2.2% | -7.4% | +5.2% | +0.9% |
| All | -2.2% | -6.9% | +4.7% | +0.9% |
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 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