+5,062.8%
CRM vs STLD
+5,123.6%
-60.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +1.1% |
| 7D | +2.0% | +2.9% | -1.0% | +1.0% |
| 30D | -7.7% | -5.6% | -2.1% | -6.4% |
| 3M | +8.4% | -11.7% | +20.1% | +11.5% |
| 6M | +31.9% | -2.8% | +34.7% | +30.8% |
| YTD | -17.2% | +36.4% | -53.7% | -27.2% |
| 1Y | -8.6% | +50.0% | -58.6% | -22.1% |
| 3Y | +3.1% | +122.3% | -119.2% | -24.5% |
| 5Y | -27.6% | +273.2% | -300.8% | -57.1% |
| 10Y | +197.6% | +763.8% | -566.2% | +18.8% |
| All | +5,062.8% | +5,123.6% | -60.9% | +846.0% |
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