-8.6%
COF vs STLD
+46.8%
-55.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | -3.4% | +2.9% | -6.3% | -4.0% |
| 30D | +0.4% | -5.6% | +5.9% | +1.4% |
| 3M | -12.5% | -11.7% | -0.8% | -10.8% |
| 6M | +8.3% | -2.8% | +11.1% | +7.2% |
| YTD | -18.6% | +36.4% | -55.0% | -28.8% |
| 1Y | -8.6% | +50.0% | -58.6% | -24.3% |
| All | -8.6% | +46.8% | -55.4% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling