+10,990.6%
COR vs STLD
+7,971.8%
+3,018.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.5% | -2.9% |
| 7D | +2.8% | -12.5% | +15.2% | +4.8% |
| 30D | +7.4% | -6.8% | +14.2% | +8.4% |
| 3M | +7.3% | -16.4% | +23.7% | +9.9% |
| 6M | +11.5% | -6.1% | +17.6% | +11.8% |
| YTD | +1.2% | +32.0% | -30.8% | -4.1% |
| 1Y | -3.3% | +45.5% | -48.8% | -9.8% |
| 3Y | +78.5% | +106.5% | -28.0% | +54.4% |
| 5Y | +183.0% | +267.2% | -84.2% | +118.0% |
| 10Y | +545.4% | +878.9% | -333.5% | +309.3% |
| All | +10,990.6% | +7,971.8% | +3,018.8% | +3,986.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling