+181.4%
COR vs STLD
+255.4%
-74.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.8% | -11.1% | +11.9% | +1.7% |
| 30D | +5.1% | -4.8% | +9.9% | +5.5% |
| 3M | +2.8% | -14.6% | +17.4% | +3.9% |
| 6M | +32.5% | -7.4% | +39.9% | +32.9% |
| YTD | -0.7% | +32.6% | -33.2% | -3.7% |
| 1Y | -6.7% | +47.3% | -54.0% | -10.5% |
| 3Y | +73.7% | +107.5% | -33.8% | +57.7% |
| All | +181.4% | +255.4% | -74.0% | +125.3% |
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