+28.7%
COP vs STLD
+115.4%
-86.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -8.4% | -9.7% | +1.2% | -6.1% |
| 30D | +0.3% | -4.5% | +4.8% | +1.3% |
| 3M | +15.1% | -13.1% | +28.2% | +18.8% |
| 6M | +19.8% | -2.8% | +22.5% | +19.0% |
| YTD | +46.8% | +35.3% | +11.5% | +30.1% |
| 1Y | +59.7% | +51.4% | +8.4% | +36.0% |
| 3Y | +28.7% | +117.9% | -89.2% | -6.4% |
| All | +28.7% | +115.4% | -86.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling