+186.4%
COP vs STLD
+292.4%
-106.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +3.0% | +3.1% | -0.1% | +2.0% |
| 30D | +17.5% | -9.0% | +26.5% | +20.4% |
| 3M | +13.4% | -12.4% | +25.7% | +17.0% |
| 6M | +17.7% | +25.5% | -7.8% | +7.9% |
| YTD | +46.6% | +43.6% | +3.0% | +28.2% |
| 1Y | +44.6% | +87.2% | -42.6% | +15.2% |
| 3Y | +20.7% | +135.2% | -114.5% | -12.7% |
| All | +186.4% | +292.4% | -106.0% | +73.2% |
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