+85.6%
STLD vs CAI
-11.3%
+96.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +6.9% | -8.0% | +14.8% | +7.2% |
| 30D | -1.5% | -18.9% | +17.4% | -0.2% |
| 3M | -9.7% | +7.6% | -17.3% | -8.6% |
| 6M | +2.3% | +43.0% | -40.6% | +2.7% |
| YTD | +41.0% | -11.2% | +52.2% | +41.6% |
| 1Y | +51.8% | -3.3% | +55.1% | +52.2% |
| All | +85.6% | -11.3% | +96.8% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling