+6,032.9%
CRM vs STLD
+5,398.0%
+634.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +1.3% | +3.1% | -1.9% | +0.2% |
| 30D | +34.3% | -9.0% | +43.3% | +37.7% |
| 3M | +37.7% | -12.4% | +50.1% | +42.1% |
| 6M | +34.9% | +25.5% | +9.4% | +23.5% |
| YTD | -1.6% | +43.6% | -45.3% | -14.4% |
| 1Y | +7.1% | +87.2% | -80.1% | -14.7% |
| 3Y | +19.0% | +135.2% | -116.2% | -14.1% |
| 5Y | -1.3% | +290.9% | -292.1% | -42.2% |
| 10Y | +251.2% | +1,113.5% | -862.3% | +24.8% |
| All | +6,032.9% | +5,398.0% | +634.9% | +1,012.3% |
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