+60.1%
STLD vs CNI
+37.5%
+22.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -4.1% |
| 7D | -3.9% | +3.7% | -7.7% | -5.7% |
| 30D | -0.4% | +8.1% | -8.5% | -4.3% |
| 3M | -9.2% | +1.9% | -11.1% | -10.2% |
| 6M | +5.0% | +19.2% | -14.2% | -5.3% |
| YTD | +42.8% | +32.7% | +10.1% | +18.2% |
| 1Y | +60.1% | +37.0% | +23.1% | +29.9% |
| All | +60.1% | +37.5% | +22.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling