+129.8%
STLD vs CRL
+99.6%
+30.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +6.9% | +8.9% | -2.0% | +4.6% |
| 30D | -1.5% | +14.0% | -15.4% | -4.8% |
| 3M | -9.7% | +19.8% | -29.5% | -13.9% |
| 6M | +2.3% | +102.0% | -99.7% | -14.9% |
| YTD | +41.0% | +70.8% | -29.8% | +21.2% |
| 1Y | +51.8% | +98.7% | -46.9% | +25.1% |
| All | +129.8% | +99.6% | +30.2% | +90.9% |
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