+1,111.5%
STLD vs CNI
+138.2%
+973.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -0.9% | -0.4% | -0.6% | -0.6% |
| 30D | -8.9% | -2.7% | -6.2% | -7.0% |
| 3M | -14.0% | +3.9% | -18.0% | -17.1% |
| 6M | +30.8% | +16.4% | +14.5% | +14.5% |
| YTD | +42.3% | +25.8% | +16.5% | +16.5% |
| 1Y | +81.1% | +32.4% | +48.7% | +41.6% |
| 3Y | +149.2% | +19.1% | +130.1% | +107.1% |
| 5Y | +292.9% | +13.6% | +279.4% | +232.9% |
| All | +1,111.5% | +138.2% | +973.3% | +454.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling