+87.6%
STLD vs CAI
-8.1%
+95.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -8.4% | +9.1% | -17.6% | -8.4% |
| 3M | -9.9% | +53.8% | -63.6% | -10.6% |
| 6M | +33.0% | +33.5% | -0.5% | +32.1% |
| YTD | +42.6% | -8.0% | +50.6% | +41.6% |
| 1Y | +80.8% | -28.7% | +109.5% | +80.5% |
| All | +87.6% | -8.1% | +95.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling