+245.6%
CRH vs STLD
+1,131.4%
-885.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.1% | -0.9% | -5.1% | -5.7% |
| 30D | -9.3% | -8.9% | -0.4% | -6.2% |
| 3M | -15.2% | -14.0% | -1.2% | -10.7% |
| 6M | -14.2% | +30.8% | -45.0% | -23.8% |
| YTD | -28.3% | +42.3% | -70.5% | -38.7% |
| 1Y | -21.8% | +81.1% | -102.9% | -39.7% |
| 3Y | +71.6% | +149.2% | -77.6% | +13.6% |
| 5Y | +96.6% | +292.9% | -196.3% | +2.0% |
| All | +245.6% | +1,131.4% | -885.8% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling