+1,924.4%
STLD vs CPAY
+1,565.5%
+358.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +3.1% | +2.1% | +1.1% | +2.2% |
| 30D | -9.0% | +5.5% | -14.5% | -11.4% |
| 3M | -12.4% | +16.6% | -28.9% | -18.9% |
| 6M | +25.5% | +26.7% | -1.2% | +10.6% |
| YTD | +43.6% | +38.4% | +5.3% | +19.2% |
| 1Y | +87.2% | +30.1% | +57.0% | +59.0% |
| 3Y | +135.2% | +52.6% | +82.6% | +80.1% |
| 5Y | +290.9% | +59.0% | +231.9% | +187.2% |
| 10Y | +1,113.5% | +148.4% | +965.1% | +597.3% |
| All | +1,924.4% | +1,565.5% | +358.9% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling