+10,790.8%
COR vs STLD
+8,008.3%
+2,782.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.8% | -11.1% | +11.9% | +2.6% |
| 30D | +5.1% | -4.8% | +9.9% | +5.8% |
| 3M | +2.8% | -14.6% | +17.4% | +5.0% |
| 6M | +32.5% | -7.4% | +39.9% | +33.3% |
| YTD | -0.7% | +32.6% | -33.2% | -5.9% |
| 1Y | -6.7% | +47.3% | -54.0% | -13.1% |
| 3Y | +73.7% | +107.5% | -33.8% | +50.2% |
| 5Y | +177.9% | +268.8% | -91.0% | +113.9% |
| 10Y | +533.8% | +883.3% | -349.6% | +301.7% |
| All | +10,790.8% | +8,008.3% | +2,782.4% | +3,910.4% |
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