-14.6%
CRH vs STLD
+89.3%
-103.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | -5.4% | -9.0% | +3.6% | -2.6% |
| 3M | -11.2% | -12.4% | +1.2% | -7.6% |
| 6M | -15.8% | +25.5% | -41.3% | -23.9% |
| YTD | -23.6% | +43.6% | -67.2% | -33.9% |
| 1Y | -14.6% | +87.2% | -101.8% | -31.2% |
| All | -14.6% | +89.3% | -103.9% | -31.2% |
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 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