+398.1%
COR vs STLA
+48.0%
+350.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +1.5% | -2.4% | +3.9% | +1.7% |
| 3M | +18.7% | -23.9% | +42.6% | +21.6% |
| 6M | -9.0% | -24.6% | +15.6% | -7.1% |
| YTD | -3.3% | -50.5% | +47.2% | +2.8% |
| 1Y | +9.8% | -39.8% | +49.7% | +13.2% |
| 3Y | +87.4% | -65.6% | +153.0% | +103.8% |
| 5Y | +180.5% | -62.1% | +242.6% | +192.2% |
| 10Y | +398.1% | +47.8% | +350.4% | +340.1% |
| All | +398.1% | +48.0% | +350.1% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling