+232.4%
CRM vs STLD
+1,117.5%
-885.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -8.1% | -3.6% | -4.5% | -7.3% |
| 30D | +23.1% | -10.1% | +33.1% | +25.7% |
| 3M | +42.5% | -11.4% | +54.0% | +45.7% |
| 6M | +25.3% | +30.8% | -5.5% | +15.9% |
| YTD | -7.8% | +40.7% | -48.5% | -16.9% |
| 1Y | +1.0% | +80.8% | -79.7% | -14.9% |
| 3Y | +10.0% | +140.2% | -130.2% | -15.5% |
| 5Y | -3.9% | +288.5% | -292.4% | -36.6% |
| All | +232.4% | +1,117.5% | -885.1% | +67.5% |
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