+107.5%
STLD vs CPB
-36.0%
+143.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.4% |
| 7D | -11.1% | +8.0% | -19.1% | -11.0% |
| 30D | -4.8% | +22.4% | -27.2% | -4.7% |
| 3M | -14.6% | +2.5% | -17.1% | -14.3% |
| 6M | -7.4% | +12.2% | -19.6% | -7.4% |
| YTD | +32.6% | -12.8% | +45.4% | +33.6% |
| 1Y | +47.3% | -19.2% | +66.5% | +48.7% |
| 3Y | +107.5% | -35.6% | +143.1% | +109.6% |
| All | +107.5% | -36.0% | +143.5% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling