+51.5%
COP vs STLD
+82.1%
-30.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +3.0% | +3.1% | -0.1% | +2.8% |
| 30D | +17.5% | -9.0% | +26.5% | +18.4% |
| 3M | +13.4% | -12.4% | +25.7% | +14.4% |
| 6M | +17.7% | +25.5% | -7.8% | +15.8% |
| YTD | +46.6% | +43.6% | +3.0% | +39.5% |
| All | +51.5% | +82.1% | -30.6% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling