+123.1%
COP vs STLD
+286.3%
-163.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | -0.2% |
| 7D | -6.1% | -4.7% | -1.4% | -4.9% |
| 30D | +1.1% | -0.9% | +2.1% | +1.2% |
| 3M | +10.9% | -11.9% | +22.8% | +14.4% |
| 6M | +20.8% | +0.9% | +19.9% | +18.8% |
| YTD | +48.0% | +40.4% | +7.6% | +29.9% |
| 1Y | +58.5% | +56.6% | +2.0% | +34.1% |
| 3Y | +28.1% | +125.5% | -97.3% | -6.1% |
| All | +123.1% | +286.3% | -163.2% | +33.8% |
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