+1,928.2%
COP vs STLD
+7,971.8%
-6,043.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.6% | +6.5% | +1.3% |
| 7D | -9.7% | -12.5% | +2.8% | -6.0% |
| 30D | +4.7% | -6.8% | +11.6% | +6.8% |
| 3M | +18.5% | -16.4% | +34.9% | +24.4% |
| 6M | +11.4% | -6.1% | +17.5% | +12.0% |
| YTD | +47.9% | +32.0% | +15.9% | +32.6% |
| 1Y | +59.3% | +45.5% | +13.8% | +38.4% |
| 3Y | +23.6% | +106.5% | -82.9% | -5.8% |
| 5Y | +113.1% | +267.2% | -154.1% | +30.8% |
| 10Y | +329.1% | +878.9% | -549.8% | +92.9% |
| All | +1,928.2% | +7,971.8% | -6,043.5% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling