+122.3%
STLD vs CPB
-35.1%
+157.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.2% |
| 7D | +2.9% | -1.6% | +4.5% | +2.9% |
| 30D | -5.6% | +19.2% | -24.8% | -5.4% |
| 3M | -11.7% | -0.9% | -10.8% | -11.4% |
| 6M | -2.8% | +15.2% | -18.0% | -2.8% |
| YTD | +36.4% | -13.1% | +49.5% | +37.4% |
| 1Y | +50.0% | -22.4% | +72.4% | +51.6% |
| 3Y | +122.3% | -35.3% | +157.6% | +124.4% |
| All | +122.3% | -35.1% | +157.4% | +124.4% |
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 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