+132.2%
COP vs STLD
+274.1%
-141.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.5% |
| 7D | +4.4% | +2.9% | +1.5% | +3.5% |
| 30D | 0.0% | -5.6% | +5.5% | +1.4% |
| 3M | +15.0% | -11.7% | +26.8% | +18.5% |
| 6M | +22.0% | -2.8% | +24.8% | +21.3% |
| YTD | +55.3% | +36.4% | +18.9% | +37.4% |
| 1Y | +64.1% | +50.0% | +14.1% | +40.6% |
| 3Y | +34.1% | +122.3% | -88.2% | -1.5% |
| All | +132.2% | +274.1% | -141.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling