+62.2%
COP vs STLD
+55.9%
+6.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +3.4% | +6.9% | -3.5% | +2.9% |
| 30D | -0.6% | -1.5% | +0.9% | -0.5% |
| 3M | +10.8% | -9.7% | +20.4% | +11.5% |
| 6M | +19.6% | +2.3% | +17.3% | +19.7% |
| YTD | +52.9% | +41.0% | +11.9% | +44.3% |
| 1Y | +62.2% | +51.8% | +10.4% | +50.4% |
| All | +62.2% | +55.9% | +6.3% | +50.4% |
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 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