+1,369.7%
CRWD vs STLD
+959.1%
+410.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.4% | +3.1% | -5.6% | -3.5% |
| 30D | +1.5% | -9.0% | +10.5% | +4.1% |
| 3M | +18.5% | -12.4% | +30.9% | +22.4% |
| 6M | +109.1% | +25.5% | +83.6% | +93.5% |
| YTD | +81.8% | +43.6% | +38.2% | +60.6% |
| 1Y | +106.7% | +87.2% | +19.5% | +68.0% |
| 3Y | +428.7% | +135.2% | +293.5% | +296.1% |
| 5Y | +206.4% | +290.9% | -84.5% | +97.2% |
| All | +1,369.7% | +959.1% | +410.6% | +543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling