+100.5%
COF vs STLD
+105.6%
-5.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -1.5% | -11.1% | +9.7% | +3.3% |
| 30D | +3.0% | -4.8% | +7.8% | +4.9% |
| 3M | -7.9% | -14.6% | +6.6% | -2.5% |
| 6M | +5.2% | -7.4% | +12.6% | +6.4% |
| YTD | -15.7% | +32.6% | -48.3% | -29.6% |
| 1Y | -5.5% | +47.3% | -52.8% | -25.4% |
| 3Y | +100.5% | +107.5% | -7.0% | +34.4% |
| All | +100.5% | +105.6% | -5.1% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling