+2,301.0%
COF vs STLD
+8,008.3%
-5,707.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -1.5% | -11.1% | +9.7% | +2.9% |
| 30D | +3.0% | -4.8% | +7.8% | +4.7% |
| 3M | -7.9% | -14.6% | +6.6% | -3.0% |
| 6M | +5.2% | -7.4% | +12.6% | +6.6% |
| YTD | -15.7% | +32.6% | -48.3% | -26.1% |
| 1Y | -5.5% | +47.3% | -52.8% | -20.4% |
| 3Y | +100.5% | +107.5% | -7.0% | +46.3% |
| 5Y | +42.3% | +268.8% | -226.5% | -19.3% |
| 10Y | +228.7% | +883.3% | -654.6% | +27.1% |
| All | +2,301.0% | +8,008.3% | -5,707.4% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling