+89.0%
STLD vs CAI
-7.1%
+96.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +3.1% | -2.2% | +5.3% | +3.2% |
| 30D | -9.0% | +52.4% | -61.4% | -9.5% |
| 3M | -12.4% | +45.1% | -57.4% | -12.8% |
| 6M | +25.5% | +26.2% | -0.7% | +24.6% |
| YTD | +43.6% | -7.1% | +50.7% | +42.6% |
| 1Y | +87.2% | -31.0% | +118.2% | +87.0% |
| All | +89.0% | -7.1% | +96.1% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling