+420.1%
CORZ vs STLD
+127.6%
+292.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.8% |
| 7D | +8.4% | +3.1% | +5.2% | +6.6% |
| 30D | -17.8% | -9.0% | -8.8% | -14.0% |
| 3M | -35.9% | -12.4% | -23.5% | -31.8% |
| 6M | +12.9% | +25.5% | -12.6% | -0.7% |
| YTD | +22.9% | +43.6% | -20.7% | +0.1% |
| 1Y | +31.4% | +87.2% | -55.8% | -7.8% |
| All | +420.1% | +127.6% | +292.5% | +233.9% |
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