+241.9%
CORZ vs STLD
+110.1%
+131.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.1% |
| 7D | -11.2% | -11.1% | -0.1% | -5.3% |
| 30D | -26.2% | -4.8% | -21.4% | -24.0% |
| 3M | -44.1% | -14.6% | -29.6% | -39.5% |
| 6M | -52.3% | -7.4% | -44.8% | -50.7% |
| YTD | -19.2% | +32.6% | -51.8% | -31.3% |
| 1Y | -42.9% | +47.3% | -90.2% | -54.2% |
| All | +241.9% | +110.1% | +131.8% | +129.2% |
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 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