-41.3%
CORZ vs STLD
+59.7%
-101.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.0% | -7.3% | -8.9% |
| 7D | -14.9% | -3.9% | -11.0% | -13.2% |
| 30D | -23.1% | -0.4% | -22.8% | -22.9% |
| 3M | -44.1% | -9.2% | -34.9% | -41.4% |
| 6M | -39.5% | +5.0% | -44.5% | -42.0% |
| YTD | -12.4% | +42.8% | -55.2% | -28.5% |
| 1Y | -41.3% | +60.1% | -101.4% | -57.2% |
| All | -41.3% | +59.7% | -101.0% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling