+216.7%
CRWD vs STLD
+291.8%
-75.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -2.3% | +2.7% | -5.0% | -3.4% |
| 30D | -2.1% | -8.4% | +6.4% | +0.7% |
| 3M | +27.5% | -9.9% | +37.4% | +31.1% |
| 6M | +95.8% | +33.0% | +62.8% | +74.8% |
| YTD | +79.2% | +42.6% | +36.6% | +54.3% |
| 1Y | +96.3% | +80.8% | +15.5% | +53.9% |
| 3Y | +399.8% | +143.4% | +256.4% | +242.3% |
| 5Y | +216.7% | +293.4% | -76.7% | +78.9% |
| All | +216.7% | +291.8% | -75.1% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling