+139.1%
STLD vs CRL
+38.0%
+101.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.2% |
| 7D | +3.1% | -1.0% | +4.2% | +3.4% |
| 30D | -9.0% | +10.7% | -19.6% | -11.2% |
| 3M | -12.4% | +55.3% | -67.7% | -21.8% |
| 6M | +25.5% | +60.7% | -35.2% | +10.1% |
| YTD | +43.6% | +44.6% | -1.0% | +28.8% |
| 1Y | +87.2% | +77.7% | +9.4% | +57.9% |
| All | +139.1% | +38.0% | +101.1% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling