+94.1%
CRH vs STLD
+286.6%
-192.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -15.2% | -14.0% | -1.2% | -11.0% |
| 6M | -14.2% | +30.8% | -45.0% | -23.1% |
| YTD | -28.3% | +42.3% | -70.5% | -37.9% |
| 1Y | -21.8% | +81.1% | -102.9% | -38.3% |
| 3Y | +71.6% | +149.2% | -77.6% | +18.6% |
| All | +94.1% | +286.6% | -192.5% | +10.9% |
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