+2,229.3%
COF vs STLD
+8,489.2%
-6,260.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -2.8% |
| 7D | -6.2% | -4.7% | -1.5% | -4.7% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | -10.2% | -11.9% | +1.6% | -6.6% |
| 6M | +4.2% | +0.9% | +3.3% | +2.2% |
| YTD | -18.2% | +40.4% | -58.7% | -29.9% |
| 1Y | -9.7% | +56.6% | -66.3% | -25.7% |
| 3Y | +95.0% | +125.5% | -30.4% | +37.9% |
| 5Y | +36.8% | +292.8% | -256.0% | -24.3% |
| 10Y | +192.6% | +787.1% | -594.5% | +16.7% |
| All | +2,229.3% | +8,489.2% | -6,260.0% | +264.0% |
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