-32.2%
CRCL vs STLD
+82.8%
-115.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | +27.1% | -8.9% | +36.0% | +30.4% |
| 3M | +9.6% | -14.0% | +23.7% | +14.4% |
| 6M | -19.7% | +30.8% | -50.5% | -31.8% |
| YTD | +14.2% | +42.3% | -28.0% | -10.4% |
| 1Y | -32.2% | +81.1% | -113.3% | -58.6% |
| All | -32.2% | +82.8% | -115.1% | -58.6% |
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