+186.1%
COR vs STLD
+292.4%
-106.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | +2.8% | +3.1% | -0.4% | +2.5% |
| 30D | +4.5% | -9.0% | +13.5% | +5.2% |
| 3M | +22.7% | -12.4% | +35.0% | +23.7% |
| 6M | -9.7% | +25.5% | -35.2% | -11.8% |
| YTD | -1.4% | +43.6% | -45.0% | -5.1% |
| 1Y | +13.9% | +87.2% | -73.3% | +6.7% |
| 3Y | +94.0% | +135.2% | -41.3% | +73.2% |
| All | +186.1% | +292.4% | -106.3% | +123.9% |
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