+293.5%
STLD vs COPX
+193.3%
+100.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | -2.8% | +6.0% | -8.8% | -5.4% |
| 30D | -10.4% | +6.4% | -16.8% | -13.2% |
| 3M | -10.6% | +19.3% | -29.9% | -18.7% |
| 6M | +32.7% | +16.2% | +16.5% | +20.2% |
| YTD | +42.8% | +33.2% | +9.6% | +18.3% |
| 1Y | +86.9% | +90.2% | -3.3% | +26.7% |
| 3Y | +143.8% | +175.7% | -31.9% | +25.6% |
| 5Y | +293.5% | +193.1% | +100.4% | +90.8% |
| All | +293.5% | +193.3% | +100.2% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling