+80.1%
COR vs STLD
+115.4%
-35.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.7% |
| 7D | +2.3% | -9.7% | +12.0% | +2.2% |
| 30D | +6.8% | -4.5% | +11.3% | +6.7% |
| 3M | +8.1% | -13.1% | +21.2% | +7.9% |
| 6M | +33.0% | -2.8% | +35.8% | +33.1% |
| YTD | +3.0% | +35.3% | -32.4% | +3.2% |
| 1Y | -3.4% | +51.4% | -54.8% | -3.2% |
| 3Y | +80.1% | +117.9% | -37.8% | +84.7% |
| All | +80.1% | +115.4% | -35.2% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling