+521.1%
STLD vs CLBK
+66.9%
+454.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.7% | +1.1% | +1.5% | +2.1% |
| 30D | -8.4% | +7.8% | -16.2% | -12.1% |
| 3M | -9.9% | +23.9% | -33.7% | -20.1% |
| 6M | +33.0% | +42.3% | -9.3% | +9.2% |
| YTD | +42.6% | +65.4% | -22.8% | +7.6% |
| 1Y | +80.8% | +70.3% | +10.4% | +33.5% |
| 3Y | +143.4% | +54.5% | +89.0% | +82.3% |
| 5Y | +293.4% | +43.1% | +250.3% | +167.0% |
| All | +521.1% | +66.9% | +454.2% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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