+1,081.9%
STLD vs CPB
-47.3%
+1,129.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.3% |
| 7D | +3.1% | -8.6% | +11.7% | +3.9% |
| 30D | -9.0% | -7.2% | -1.7% | -8.5% |
| 3M | -12.4% | +0.9% | -13.3% | -12.6% |
| 6M | +25.5% | -11.8% | +37.3% | +26.5% |
| YTD | +43.6% | -19.4% | +63.0% | +45.8% |
| 1Y | +87.2% | -30.4% | +117.6% | +92.6% |
| 3Y | +135.2% | -40.2% | +175.4% | +143.1% |
| 5Y | +290.9% | -39.5% | +330.4% | +301.6% |
| All | +1,081.9% | -47.3% | +1,129.2% | +1,209.8% |
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