+8,622.0%
STLD vs CNI
+6,541.6%
+2,080.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +3.1% | -2.1% | +5.2% | +4.8% |
| 30D | -9.0% | -3.3% | -5.7% | -6.8% |
| 3M | -12.4% | +3.8% | -16.2% | -15.3% |
| 6M | +25.5% | +12.7% | +12.8% | +13.3% |
| YTD | +43.6% | +26.3% | +17.3% | +18.1% |
| 1Y | +87.2% | +29.9% | +57.3% | +50.0% |
| 3Y | +135.2% | +15.9% | +119.3% | +102.0% |
| 5Y | +290.9% | +6.9% | +283.9% | +253.4% |
| 10Y | +1,113.5% | +126.8% | +986.7% | +507.8% |
| All | +8,622.0% | +6,541.6% | +2,080.4% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling