+117.9%
STLD vs CLBK
+51.8%
+66.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | -9.7% | +1.8% | -11.5% | -10.3% |
| 30D | -4.5% | +5.1% | -9.6% | -6.4% |
| 3M | -13.1% | +5.2% | -18.3% | -15.1% |
| 6M | -2.8% | +28.6% | -31.3% | -13.1% |
| YTD | +35.3% | +61.4% | -26.1% | +9.3% |
| 1Y | +51.4% | +64.7% | -13.3% | +21.0% |
| 3Y | +117.9% | +55.1% | +62.8% | +77.3% |
| All | +117.9% | +51.8% | +66.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling