+1,327.0%
CRS vs STLD
+1,072.4%
+254.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -3.1% | +2.7% | -5.7% | -5.2% |
| 30D | -19.6% | -8.4% | -11.2% | -15.0% |
| 3M | -8.1% | -9.9% | +1.8% | -2.8% |
| 6M | +18.6% | +33.0% | -14.5% | -5.8% |
| YTD | +45.9% | +42.6% | +3.3% | +8.3% |
| 1Y | +82.5% | +80.8% | +1.7% | +13.0% |
| 3Y | +648.9% | +143.4% | +505.5% | +256.5% |
| 5Y | +1,438.1% | +293.4% | +1,144.7% | +365.1% |
| 10Y | +1,327.0% | +1,080.4% | +246.6% | +72.4% |
| All | +1,327.0% | +1,072.4% | +254.6% | +72.4% |
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