+143.4%
STLD vs COPX
+171.8%
-28.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.1% |
| 7D | +2.7% | +5.8% | -3.1% | +0.7% |
| 30D | -8.4% | +7.2% | -15.6% | -10.8% |
| 3M | -9.9% | +16.5% | -26.4% | -15.2% |
| 6M | +33.0% | +18.4% | +14.6% | +23.0% |
| YTD | +42.6% | +31.9% | +10.7% | +24.8% |
| 1Y | +80.8% | +88.5% | -7.7% | +36.6% |
| 3Y | +143.4% | +173.1% | -29.7% | +52.9% |
| All | +143.4% | +171.8% | -28.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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