+64.1%
COP vs STLD
+45.5%
+18.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -11.5% | -11.1% | -0.4% | -10.9% |
| 30D | +5.0% | -4.8% | +9.7% | +5.3% |
| 3M | +17.5% | -14.6% | +32.0% | +18.6% |
| 6M | +16.2% | -7.4% | +23.6% | +17.3% |
| YTD | +48.8% | +32.6% | +16.2% | +43.3% |
| 1Y | +64.1% | +47.3% | +16.8% | +60.0% |
| All | +64.1% | +45.5% | +18.6% | +60.0% |
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 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