-23.3%
CRCL vs STLD
+78.5%
-101.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.8% |
| 7D | -8.1% | +6.9% | -15.0% | -9.0% |
| 30D | -24.3% | -1.5% | -22.8% | -24.1% |
| 3M | -10.5% | -9.7% | -0.8% | -9.1% |
| 6M | -48.4% | +2.3% | -50.7% | -49.5% |
| YTD | -19.5% | +41.0% | -60.5% | -26.8% |
| 1Y | -26.0% | +51.8% | -77.9% | -33.9% |
| All | -23.3% | +78.5% | -101.8% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling