+4,998.8%
CRS vs STLD
+8,684.3%
-3,685.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | -0.2% | +3.1% | -3.4% | -2.1% |
| 30D | -16.6% | -9.0% | -7.6% | -12.7% |
| 3M | -3.5% | -12.4% | +8.9% | +2.3% |
| 6M | +15.4% | +25.5% | -10.1% | +1.0% |
| YTD | +51.2% | +43.6% | +7.6% | +21.8% |
| 1Y | +98.3% | +87.2% | +11.1% | +38.3% |
| 3Y | +651.5% | +135.2% | +516.3% | +357.5% |
| 5Y | +1,411.1% | +290.9% | +1,120.2% | +582.9% |
| 10Y | +1,424.3% | +1,113.5% | +310.9% | +299.2% |
| All | +4,998.8% | +8,684.3% | -3,685.5% | +497.6% |
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