-27.3%
CRM vs STLD
+274.1%
-301.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.8% |
| 7D | +2.0% | +2.9% | -1.0% | +1.3% |
| 30D | -7.7% | -5.6% | -2.1% | -6.8% |
| 3M | +8.4% | -11.7% | +20.1% | +10.7% |
| 6M | +31.9% | -2.8% | +34.7% | +31.0% |
| YTD | -17.2% | +36.4% | -53.7% | -25.5% |
| 1Y | -8.6% | +50.0% | -58.6% | -20.0% |
| 3Y | +3.1% | +122.3% | -119.2% | -21.3% |
| All | -27.3% | +274.1% | -301.4% | -54.9% |
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