+852.5%
STLD vs CRL
+386.8%
+465.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -2.3% |
| 7D | -11.1% | -6.1% | -5.0% | -9.4% |
| 30D | -4.8% | +12.4% | -17.2% | -9.2% |
| 3M | -14.6% | +27.1% | -41.7% | -22.2% |
| 6M | -7.4% | +85.7% | -93.1% | -27.7% |
| YTD | +32.6% | +69.2% | -36.6% | +5.7% |
| 1Y | +47.3% | +97.5% | -50.2% | +10.4% |
| 3Y | +107.5% | +86.1% | +21.4% | +47.9% |
| 5Y | +268.8% | -10.0% | +278.9% | +249.7% |
| All | +852.5% | +386.8% | +465.8% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling