+272.6%
STLD vs CLBK
+28.0%
+244.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.4% |
| 7D | -9.7% | +1.8% | -11.5% | -10.1% |
| 30D | -4.5% | +5.1% | -9.6% | -6.0% |
| 3M | -13.1% | +5.2% | -18.3% | -14.6% |
| 6M | -2.8% | +28.6% | -31.3% | -10.6% |
| YTD | +35.3% | +61.4% | -26.1% | +15.5% |
| 1Y | +51.4% | +64.7% | -13.3% | +28.4% |
| 3Y | +117.9% | +55.1% | +62.8% | +85.8% |
| 5Y | +272.6% | +28.4% | +244.2% | +214.8% |
| All | +272.6% | +28.0% | +244.6% | +214.8% |
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