+1,395.9%
CRWD vs STLD
+877.6%
+518.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -13.4% | -11.1% | -2.3% | -10.4% |
| 30D | -18.3% | -4.8% | -13.5% | -17.1% |
| 3M | +4.6% | -14.6% | +19.1% | +9.1% |
| 6M | +85.4% | -7.4% | +92.8% | +87.7% |
| YTD | +85.1% | +32.6% | +52.5% | +67.0% |
| 1Y | +62.9% | +47.3% | +15.6% | +42.2% |
| 3Y | +364.5% | +107.5% | +257.0% | +260.8% |
| 5Y | +217.3% | +268.8% | -51.5% | +108.1% |
| All | +1,395.9% | +877.6% | +518.3% | +569.2% |
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