+2,005.2%
CRH vs STLD
+8,634.6%
-6,629.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | -10.8% | -10.4% | -0.4% | -8.4% |
| 3M | -13.5% | -10.6% | -2.9% | -11.3% |
| 6M | -15.4% | +32.7% | -48.1% | -22.1% |
| YTD | -27.6% | +42.8% | -70.4% | -34.8% |
| 1Y | -18.4% | +86.9% | -105.3% | -31.8% |
| 3Y | +72.5% | +143.8% | -71.3% | +32.8% |
| 5Y | +99.2% | +293.5% | -194.3% | +31.6% |
| 10Y | +257.0% | +1,122.7% | -865.6% | +70.4% |
| All | +2,005.2% | +8,634.6% | -6,629.4% | +665.4% |
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 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