+486.6%
COR vs STLA
+12.4%
+474.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.2% |
| 7D | +2.4% | -4.9% | +7.3% | +2.9% |
| 30D | +7.7% | -4.9% | +12.6% | +8.1% |
| 3M | +7.5% | -23.7% | +31.2% | +10.0% |
| 6M | +34.1% | -45.0% | +79.1% | +41.5% |
| YTD | +3.9% | -60.9% | +64.7% | +12.8% |
| 1Y | -3.6% | -58.9% | +55.2% | +3.8% |
| 3Y | +80.5% | -74.4% | +155.0% | +103.4% |
| 5Y | +194.9% | -71.5% | +266.4% | +217.3% |
| 10Y | +486.6% | +5.3% | +481.4% | +462.0% |
| All | +486.6% | +12.4% | +474.3% | +462.0% |
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