+194.7%
COR vs STLD
+269.6%
-74.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.5% |
| 7D | +2.3% | -9.7% | +12.0% | +3.1% |
| 30D | +6.8% | -4.5% | +11.3% | +7.1% |
| 3M | +8.1% | -13.1% | +21.2% | +9.1% |
| 6M | +33.0% | -2.8% | +35.8% | +32.9% |
| YTD | +3.0% | +35.3% | -32.4% | -0.3% |
| 1Y | -3.4% | +51.4% | -54.8% | -7.5% |
| 3Y | +80.1% | +117.9% | -37.8% | +62.6% |
| 5Y | +194.7% | +272.6% | -77.9% | +134.8% |
| All | +194.7% | +269.6% | -74.9% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling