+787.1%
STLD vs CPB
-40.9%
+828.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +3.8% |
| 7D | -4.7% | +2.9% | -7.5% | -4.9% |
| 30D | -0.9% | +17.6% | -18.5% | -2.2% |
| 3M | -11.9% | +2.0% | -13.9% | -12.1% |
| 6M | +0.9% | +11.6% | -10.7% | -0.3% |
| YTD | +40.4% | -13.8% | +54.2% | +41.8% |
| 1Y | +56.6% | -21.6% | +78.1% | +59.4% |
| 3Y | +125.5% | -35.8% | +161.3% | +131.7% |
| 5Y | +292.8% | -33.3% | +326.1% | +300.0% |
| 10Y | +787.1% | -39.4% | +826.5% | +815.4% |
| All | +787.1% | -40.9% | +828.0% | +815.4% |
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