+7,484.2%
STLD vs CPB
+39.2%
+7,445.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.8% |
| 7D | -12.5% | +11.6% | -24.0% | -15.2% |
| 30D | -6.8% | +23.3% | -30.1% | -12.4% |
| 3M | -16.4% | +1.6% | -18.0% | -17.4% |
| 6M | -6.1% | +13.9% | -20.1% | -10.7% |
| YTD | +32.0% | -11.7% | +43.7% | +34.1% |
| 1Y | +45.5% | -18.2% | +63.7% | +50.9% |
| 3Y | +106.5% | -35.2% | +141.7% | +123.9% |
| 5Y | +267.2% | -30.5% | +297.7% | +282.1% |
| 10Y | +878.9% | -37.1% | +916.0% | +888.3% |
| All | +7,484.2% | +39.2% | +7,445.1% | +4,651.9% |
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