+475.2%
COR vs STLA
-3.1%
+478.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +5.9% | +0.5% |
| 7D | +2.9% | -13.1% | +15.9% | +4.3% |
| 30D | +5.8% | -13.3% | +19.1% | +7.2% |
| 3M | +11.4% | -27.9% | +39.3% | +14.7% |
| 6M | +34.5% | -47.8% | +82.3% | +42.7% |
| YTD | +4.1% | -64.6% | +68.6% | +14.3% |
| 1Y | -3.1% | -64.0% | +60.9% | +6.0% |
| 3Y | +80.9% | -76.8% | +157.7% | +106.1% |
| 5Y | +195.1% | -74.2% | +269.3% | +220.9% |
| All | +475.2% | -3.1% | +478.3% | +431.0% |
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