+2,887.0%
CRS vs STLD
+8,008.3%
-5,121.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.7% | -11.1% | +9.4% | +4.6% |
| 30D | -28.8% | -4.8% | -24.0% | -26.8% |
| 3M | -50.0% | -14.6% | -35.5% | -45.9% |
| 6M | -39.2% | -7.4% | -31.8% | -37.5% |
| YTD | -11.4% | +32.6% | -44.0% | -25.6% |
| 1Y | -11.7% | +47.3% | -59.0% | -29.9% |
| 3Y | +319.6% | +107.5% | +212.1% | +173.3% |
| 5Y | +794.8% | +268.8% | +525.9% | +319.1% |
| 10Y | +926.9% | +883.3% | +43.6% | +198.7% |
| All | +2,887.0% | +8,008.3% | -5,121.4% | +265.0% |
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