+130.0%
CVX vs STLD
+274.1%
-144.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.3% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | -1.0% | -5.6% | +4.6% | +0.1% |
| 3M | +12.2% | -11.7% | +23.9% | +14.7% |
| 6M | +20.3% | -2.8% | +23.1% | +19.9% |
| YTD | +48.3% | +36.4% | +11.9% | +35.6% |
| 1Y | +46.9% | +50.0% | -3.1% | +31.1% |
| 3Y | +73.1% | +122.3% | -49.2% | +36.6% |
| All | +130.0% | +274.1% | -144.1% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling