+8,186.7%
STLD vs CNI
+6,783.7%
+1,403.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.9% |
| 7D | +2.9% | +2.5% | +0.4% | +0.9% |
| 30D | -5.6% | +6.1% | -11.7% | -10.0% |
| 3M | -11.7% | +0.1% | -11.9% | -12.2% |
| 6M | -2.8% | +14.9% | -17.7% | -13.4% |
| YTD | +36.4% | +30.9% | +5.6% | +8.9% |
| 1Y | +50.0% | +33.9% | +16.1% | +17.4% |
| 3Y | +122.3% | +20.2% | +102.1% | +85.8% |
| 5Y | +273.2% | +8.2% | +265.0% | +235.2% |
| 10Y | +763.8% | +142.2% | +621.6% | +311.5% |
| All | +8,186.7% | +6,783.7% | +1,403.0% | +710.3% |
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