+477.5%
STLD vs CLBK
+59.4%
+418.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | -11.1% | +0.6% | -11.8% | -11.4% |
| 30D | -4.8% | +2.9% | -7.7% | -6.3% |
| 3M | -14.6% | +3.0% | -17.5% | -16.2% |
| 6M | -7.4% | +27.3% | -34.7% | -19.4% |
| YTD | +32.6% | +58.0% | -25.4% | +2.2% |
| 1Y | +47.3% | +62.4% | -15.1% | +11.8% |
| 3Y | +107.5% | +46.9% | +60.6% | +59.3% |
| 5Y | +268.8% | +25.3% | +243.6% | +178.4% |
| All | +477.5% | +59.4% | +418.1% | +241.4% |
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