+73.7%
COR vs STLD
+105.6%
-31.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.8% | -11.1% | +11.9% | +0.7% |
| 30D | +5.1% | -4.8% | +9.9% | +5.1% |
| 3M | +2.8% | -14.6% | +17.4% | +2.6% |
| 6M | +32.5% | -7.4% | +39.9% | +32.5% |
| YTD | -0.7% | +32.6% | -33.2% | -0.5% |
| 1Y | -6.7% | +47.3% | -54.0% | -6.5% |
| 3Y | +73.7% | +107.5% | -33.8% | +78.1% |
| All | +73.7% | +105.6% | -31.9% | +78.1% |
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 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