+2,511.8%
COF vs STLD
+8,684.3%
-6,172.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +1.8% | +3.1% | -1.3% | +0.6% |
| 30D | -0.6% | -9.0% | +8.4% | +2.7% |
| 3M | +20.3% | -12.4% | +32.7% | +25.4% |
| 6M | +13.0% | +25.5% | -12.5% | +2.3% |
| YTD | -8.3% | +43.6% | -51.9% | -21.6% |
| 1Y | -1.5% | +87.2% | -88.6% | -24.2% |
| 3Y | +122.3% | +135.2% | -13.0% | +55.0% |
| 5Y | +52.5% | +290.9% | -238.4% | -15.2% |
| 10Y | +264.9% | +1,113.5% | -848.6% | +31.5% |
| All | +2,511.8% | +8,684.3% | -6,172.4% | +306.9% |
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