+80.8%
STLD vs CNI
+31.9%
+48.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | -10.1% | -3.5% | -6.6% | -8.6% |
| 3M | -11.4% | +2.2% | -13.7% | -12.9% |
| 6M | +30.8% | +15.1% | +15.7% | +20.1% |
| YTD | +40.7% | +24.7% | +16.0% | +23.6% |
| 1Y | +80.8% | +33.4% | +47.4% | +56.6% |
| All | +80.8% | +31.9% | +48.8% | +56.6% |
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