+96.3%
CRWD vs STLD
+80.8%
+15.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +2.2% | -2.8% | +5.0% | +2.4% |
| 30D | -7.7% | -10.4% | +2.7% | -6.9% |
| 3M | +28.9% | -10.6% | +39.5% | +31.0% |
| 6M | +91.5% | +32.7% | +58.8% | +85.3% |
| YTD | +77.3% | +42.8% | +34.5% | +67.5% |
| 1Y | +96.3% | +86.9% | +9.3% | +65.8% |
| All | +96.3% | +80.8% | +15.5% | +65.8% |
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 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