+1,485.3%
CRWD vs STLD
+939.9%
+545.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +5.8% | +6.9% | -1.0% | +3.8% |
| 30D | -12.0% | -1.5% | -10.5% | -11.6% |
| 3M | +3.6% | -9.7% | +13.3% | +6.4% |
| 6M | +68.3% | +2.3% | +66.0% | +65.8% |
| YTD | +96.2% | +41.0% | +55.1% | +73.9% |
| 1Y | +68.4% | +51.8% | +16.6% | +46.0% |
| 3Y | +368.4% | +126.4% | +242.0% | +255.0% |
| 5Y | +223.4% | +285.7% | -62.3% | +109.2% |
| All | +1,485.3% | +939.9% | +545.4% | +596.8% |
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