+162.6%
CVX vs STLD
+292.4%
-129.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +3.3% | +3.1% | +0.2% | +2.6% |
| 30D | +12.9% | -9.0% | +21.9% | +14.9% |
| 3M | +11.7% | -12.4% | +24.1% | +14.4% |
| 6M | +14.1% | +25.5% | -11.4% | +7.2% |
| YTD | +40.7% | +43.6% | -2.9% | +27.4% |
| 1Y | +37.5% | +87.2% | -49.7% | +15.8% |
| 3Y | +43.9% | +135.2% | -91.3% | +12.0% |
| All | +162.6% | +292.4% | -129.8% | +78.1% |
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