+277.1%
STLD vs COPX
+107.3%
+169.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.1% |
| 7D | +2.9% | -2.8% | +5.8% | +4.1% |
| 30D | -5.6% | -14.3% | +8.8% | +0.9% |
| 3M | -11.7% | -19.0% | +7.3% | -3.9% |
| 6M | -2.8% | -24.4% | +21.6% | +7.8% |
| YTD | +36.4% | -3.2% | +39.7% | +30.1% |
| 1Y | +50.0% | +15.2% | +34.9% | +30.2% |
| 3Y | +122.3% | +127.6% | -5.3% | +22.6% |
| All | +277.1% | +107.3% | +169.8% | +113.5% |
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