-2.8%
STLD vs CNI
+15.4%
-18.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.0% |
| 7D | +2.9% | +2.5% | +0.4% | +1.9% |
| 30D | -5.6% | +6.1% | -11.7% | -7.7% |
| 3M | -11.7% | +0.1% | -11.9% | -11.9% |
| 6M | -2.8% | +14.9% | -17.7% | -12.4% |
| All | -2.8% | +15.4% | -18.1% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling