+292.9%
STLD vs CNI
+11.1%
+281.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +2.7% | +2.5% | +0.2% | +1.0% |
| 30D | -8.4% | -2.5% | -5.9% | -7.1% |
| 3M | -9.9% | +2.7% | -12.6% | -11.8% |
| 6M | +33.0% | +16.9% | +16.1% | +18.8% |
| YTD | +42.6% | +26.3% | +16.2% | +20.6% |
| 1Y | +80.8% | +31.1% | +49.6% | +48.6% |
| 3Y | +143.4% | +21.1% | +122.3% | +106.3% |
| All | +292.9% | +11.1% | +281.7% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling