+1,910.3%
COP vs STLD
+8,684.3%
-6,774.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | +13.4% | -12.4% | +25.7% | +17.1% |
| 6M | +17.7% | +25.5% | -7.8% | +7.8% |
| YTD | +46.6% | +43.6% | +3.0% | +28.4% |
| 1Y | +44.6% | +87.2% | -42.6% | +16.0% |
| 3Y | +20.7% | +135.2% | -114.5% | -11.7% |
| 5Y | +185.0% | +290.9% | -105.8% | +71.6% |
| 10Y | +347.0% | +1,113.5% | -766.5% | +89.4% |
| All | +1,910.3% | +8,684.3% | -6,774.0% | +413.3% |
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