+62.0%
CRWD vs STLD
+56.0%
+6.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.6% |
| 7D | -7.7% | -4.7% | -3.1% | -7.5% |
| 30D | -17.9% | -0.9% | -17.0% | -17.8% |
| 3M | +0.3% | -11.9% | +12.1% | +0.5% |
| 6M | +71.1% | +0.9% | +70.2% | +73.3% |
| YTD | +92.6% | +40.4% | +52.2% | +97.7% |
| 1Y | +62.0% | +56.6% | +5.4% | +59.9% |
| All | +62.0% | +56.0% | +6.0% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling