+206.1%
COR vs STLD
+274.1%
-68.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.2% | +3.2% |
| 7D | +7.8% | +2.9% | +4.9% | +7.6% |
| 30D | +7.0% | -5.6% | +12.6% | +7.4% |
| 3M | +16.3% | -11.7% | +28.0% | +17.1% |
| 6M | +41.3% | -2.8% | +44.1% | +41.2% |
| YTD | +7.1% | +36.4% | -29.3% | +3.6% |
| 1Y | -0.8% | +50.0% | -50.8% | -4.9% |
| 3Y | +85.0% | +122.3% | -37.3% | +66.5% |
| All | +206.1% | +274.1% | -68.0% | +143.2% |
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