+493.6%
COR vs STLD
+802.0%
-308.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +5.0% | -9.2% | +14.1% | +6.5% |
| 6M | +35.3% | +1.8% | +33.5% | +33.9% |
| YTD | +4.2% | +42.1% | -37.9% | -4.0% |
| 1Y | -3.4% | +58.5% | -62.0% | -13.0% |
| 3Y | +81.1% | +128.2% | -47.1% | +46.2% |
| 5Y | +195.8% | +288.2% | -92.4% | +99.2% |
| 10Y | +493.6% | +799.8% | -306.2% | +201.6% |
| All | +493.6% | +802.0% | -308.5% | +201.6% |
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