+332.3%
CRS vs STLD
+119.8%
+212.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -0.8% |
| 7D | +4.8% | +2.9% | +1.8% | +3.0% |
| 30D | -23.2% | -5.6% | -17.6% | -20.4% |
| 3M | -45.5% | -11.7% | -33.8% | -41.7% |
| 6M | -33.1% | -2.8% | -30.3% | -33.2% |
| YTD | -7.2% | +36.4% | -43.7% | -26.3% |
| 1Y | -10.0% | +50.0% | -60.0% | -33.0% |
| 3Y | +332.3% | +122.3% | +210.0% | +131.7% |
| All | +332.3% | +119.8% | +212.5% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling