+192.6%
COF vs STLD
+804.7%
-612.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -3.3% |
| 7D | -6.2% | -4.7% | -1.5% | -4.1% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | -10.2% | -11.9% | +1.6% | -5.3% |
| 6M | +4.2% | +0.9% | +3.3% | +1.1% |
| YTD | -18.2% | +40.4% | -58.7% | -34.5% |
| 1Y | -9.7% | +56.6% | -66.3% | -31.9% |
| 3Y | +95.0% | +125.5% | -30.4% | +16.9% |
| 5Y | +36.8% | +292.8% | -256.0% | -45.0% |
| 10Y | +192.6% | +787.1% | -594.5% | -35.7% |
| All | +192.6% | +804.7% | -612.1% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling