+310.1%
COP vs STLD
+804.7%
-494.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | -0.9% |
| 7D | -6.1% | -4.7% | -1.4% | -4.2% |
| 30D | +1.1% | -0.9% | +2.1% | +1.2% |
| 3M | +10.9% | -11.9% | +22.8% | +16.2% |
| 6M | +20.8% | +0.9% | +19.9% | +17.3% |
| YTD | +48.0% | +40.4% | +7.6% | +20.8% |
| 1Y | +58.5% | +56.6% | +2.0% | +22.4% |
| 3Y | +28.1% | +125.5% | -97.3% | -21.5% |
| 5Y | +120.5% | +292.8% | -172.4% | -9.8% |
| 10Y | +310.1% | +787.1% | -476.9% | -4.4% |
| All | +310.1% | +804.7% | -494.6% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling