+8,068.5%
STLD vs CPB
+34.2%
+8,034.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.6% |
| 30D | -0.1% | +16.9% | -17.0% | -4.7% |
| 3M | -9.2% | -0.6% | -8.6% | -9.8% |
| 6M | +1.8% | +11.4% | -9.6% | -2.6% |
| YTD | +42.1% | -14.8% | +57.0% | +45.8% |
| 1Y | +58.5% | -24.8% | +83.3% | +68.3% |
| 3Y | +128.2% | -36.6% | +164.8% | +148.7% |
| 5Y | +288.2% | -33.3% | +321.6% | +308.6% |
| 10Y | +799.8% | -40.4% | +840.2% | +824.4% |
| All | +8,068.5% | +34.2% | +8,034.3% | +5,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling