+1,457.0%
CRWD vs STLD
+935.6%
+521.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.3% |
| 7D | -7.7% | -4.7% | -3.1% | -6.4% |
| 30D | -17.9% | -0.9% | -17.0% | -17.6% |
| 3M | +0.3% | -11.9% | +12.1% | +3.6% |
| 6M | +71.1% | +0.9% | +70.2% | +69.2% |
| YTD | +92.6% | +40.4% | +52.2% | +71.0% |
| 1Y | +62.0% | +56.6% | +5.4% | +39.0% |
| 3Y | +360.0% | +125.5% | +234.5% | +249.1% |
| 5Y | +220.7% | +292.8% | -72.1% | +106.7% |
| All | +1,457.0% | +935.6% | +521.4% | +585.2% |
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