-4.7%
CRM vs STLD
+294.9%
-299.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.4% |
| 30D | +23.6% | -10.4% | +34.0% | +26.3% |
| 3M | +39.6% | -10.6% | +50.2% | +42.4% |
| 6M | +23.4% | +32.7% | -9.2% | +13.9% |
| YTD | -7.4% | +42.8% | -50.2% | -16.9% |
| 1Y | -2.3% | +86.9% | -89.3% | -19.0% |
| 3Y | +10.5% | +143.8% | -133.3% | -16.6% |
| 5Y | -4.7% | +293.5% | -298.2% | -38.9% |
| All | -4.7% | +294.9% | -299.6% | -38.9% |
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