+44.5%
CVX vs STLD
+45.5%
-1.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -9.7% | -11.1% | +1.4% | -9.6% |
| 30D | +3.6% | -4.8% | +8.4% | +3.8% |
| 3M | +13.3% | -14.6% | +27.9% | +13.2% |
| 6M | +16.9% | -7.4% | +24.3% | +18.0% |
| YTD | +43.4% | +32.6% | +10.8% | +47.4% |
| 1Y | +44.5% | +47.3% | -2.8% | +49.7% |
| All | +44.5% | +45.5% | -1.0% | +49.7% |
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