+230.8%
CORZ vs STLD
+109.1%
+121.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.6% | -3.2% | -6.7% |
| 7D | -21.1% | -12.5% | -8.7% | -15.1% |
| 30D | -31.8% | -6.8% | -24.9% | -28.9% |
| 3M | -47.7% | -16.4% | -31.4% | -42.7% |
| 6M | -48.7% | -6.1% | -42.6% | -47.4% |
| YTD | -21.8% | +32.0% | -53.8% | -33.4% |
| 1Y | -47.8% | +45.5% | -93.3% | -57.8% |
| All | +230.8% | +109.1% | +121.7% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling