+15.6%
CRCL vs STLD
+80.5%
-64.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.7% |
| 7D | +7.5% | +2.7% | +4.8% | +7.1% |
| 30D | +44.3% | -8.4% | +52.7% | +46.2% |
| 3M | +16.5% | -9.9% | +26.4% | +17.8% |
| 6M | -5.6% | +33.0% | -38.7% | -13.2% |
| YTD | +21.3% | +42.6% | -21.3% | +10.1% |
| 1Y | -14.5% | +80.8% | -95.2% | -22.9% |
| All | +15.6% | +80.5% | -64.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling