-24.5%
CRCL vs STLD
+46.8%
-71.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.1% |
| 7D | -8.4% | +2.9% | -11.3% | -8.7% |
| 30D | -21.8% | -5.6% | -16.3% | -21.2% |
| 3M | -17.5% | -11.7% | -5.8% | -16.0% |
| 6M | -50.9% | -2.8% | -48.1% | -51.7% |
| YTD | -21.6% | +36.4% | -58.0% | -31.2% |
| 1Y | -24.5% | +50.0% | -74.5% | -41.5% |
| All | -24.5% | +46.8% | -71.2% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling