+8.5%
CRCL vs STLD
+78.1%
-69.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -12.5% | -3.6% | -8.9% | -12.1% |
| 30D | +26.9% | -10.1% | +37.0% | +29.0% |
| 3M | +14.4% | -11.4% | +25.9% | +15.9% |
| 6M | -23.5% | +30.8% | -54.3% | -29.5% |
| YTD | +13.9% | +40.7% | -26.8% | +3.6% |
| 1Y | -20.6% | +80.8% | -101.3% | -27.8% |
| All | +8.5% | +78.1% | -69.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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