+74.4%
STLD vs CAI
-6.6%
+81.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.6% |
| 7D | -11.1% | -26.5% | +15.4% | -9.9% |
| 30D | -4.8% | -6.9% | +2.1% | -4.0% |
| 3M | -14.6% | +26.1% | -40.7% | -13.9% |
| 6M | -7.4% | +31.9% | -39.3% | -6.8% |
| YTD | +32.6% | -6.5% | +39.1% | +32.8% |
| 1Y | +47.3% | +2.5% | +44.8% | +47.4% |
| All | +74.4% | -6.6% | +81.0% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling