+475.2%
COR vs STLD
+790.2%
-315.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +2.9% | +6.9% | -4.0% | +1.6% |
| 30D | +5.8% | -1.5% | +7.3% | +6.0% |
| 3M | +11.4% | -9.7% | +21.1% | +13.1% |
| 6M | +34.5% | +2.3% | +32.1% | +32.9% |
| YTD | +4.1% | +41.0% | -37.0% | -4.0% |
| 1Y | -3.1% | +51.8% | -55.0% | -12.0% |
| 3Y | +80.9% | +126.4% | -45.6% | +46.3% |
| 5Y | +195.1% | +285.7% | -90.6% | +99.1% |
| All | +475.2% | +790.2% | -315.1% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling