+85.0%
COR vs STLA
-77.1%
+162.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.9% |
| 7D | +7.8% | -13.8% | +21.6% | +7.1% |
| 30D | +7.0% | -10.5% | +17.5% | +6.5% |
| 3M | +16.3% | -28.9% | +45.1% | +14.2% |
| 6M | +41.3% | -49.7% | +91.0% | +36.0% |
| YTD | +7.1% | -64.9% | +72.1% | +1.7% |
| 1Y | -0.8% | -64.0% | +63.2% | -5.7% |
| 3Y | +85.0% | -77.4% | +162.4% | +90.2% |
| All | +85.0% | -77.1% | +162.1% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling