+293.4%
STLD vs CLBK
+43.5%
+249.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.7% | +1.1% | +1.5% | +2.3% |
| 30D | -8.4% | +7.8% | -16.2% | -10.7% |
| 3M | -9.9% | +23.9% | -33.7% | -16.1% |
| 6M | +33.0% | +42.3% | -9.3% | +18.1% |
| YTD | +42.6% | +65.4% | -22.8% | +20.5% |
| 1Y | +80.8% | +70.3% | +10.4% | +50.9% |
| 3Y | +143.4% | +54.5% | +89.0% | +106.5% |
| 5Y | +293.4% | +43.1% | +250.3% | +209.3% |
| All | +293.4% | +43.5% | +249.9% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling