+319.6%
CRS vs STLD
+105.6%
+214.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -1.7% | -11.1% | +9.4% | +5.1% |
| 30D | -28.8% | -4.8% | -24.0% | -26.6% |
| 3M | -50.0% | -14.6% | -35.5% | -45.5% |
| 6M | -39.2% | -7.4% | -31.8% | -37.5% |
| YTD | -11.4% | +32.6% | -44.0% | -28.4% |
| 1Y | -11.7% | +47.3% | -59.0% | -33.5% |
| 3Y | +319.6% | +107.5% | +212.1% | +141.3% |
| All | +319.6% | +105.6% | +214.0% | +141.3% |
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 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