+782.2%
STLD vs CPB
-39.9%
+822.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -9.7% | +3.3% | -12.9% | -9.9% |
| 30D | -4.5% | +19.0% | -23.5% | -5.8% |
| 3M | -13.1% | +0.4% | -13.5% | -13.2% |
| 6M | -2.8% | +13.0% | -15.7% | -4.0% |
| YTD | +35.3% | -12.7% | +48.1% | +36.5% |
| 1Y | +51.4% | -20.9% | +72.3% | +54.0% |
| 3Y | +117.9% | -35.4% | +153.3% | +123.8% |
| 5Y | +272.6% | -32.3% | +304.9% | +278.9% |
| 10Y | +782.2% | -40.5% | +822.7% | +837.2% |
| All | +782.2% | -39.9% | +822.1% | +837.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling