+293.5%
STLD vs CPAY
+54.3%
+239.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -1.8% |
| 30D | -10.4% | +1.3% | -11.7% | -11.0% |
| 3M | -10.6% | +13.5% | -24.1% | -15.7% |
| 6M | +32.7% | +24.7% | +8.0% | +19.1% |
| YTD | +42.8% | +34.9% | +7.9% | +21.4% |
| 1Y | +86.9% | +29.7% | +57.3% | +61.2% |
| 3Y | +143.8% | +49.4% | +94.4% | +90.2% |
| 5Y | +293.5% | +53.5% | +240.0% | +195.7% |
| All | +293.5% | +54.3% | +239.2% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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