+60.1%
STLD vs CAI
+12.6%
+47.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.1% |
| 7D | -3.9% | -6.3% | +2.3% | -3.8% |
| 30D | -0.4% | +9.3% | -9.7% | -0.6% |
| 3M | -9.2% | +106.3% | -115.5% | -10.1% |
| 6M | +5.0% | +77.7% | -72.8% | +4.1% |
| YTD | +42.8% | +23.1% | +19.7% | +40.4% |
| 1Y | +60.1% | +6.5% | +53.5% | +58.5% |
| All | +60.1% | +12.6% | +47.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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