+181.4%
COR vs STLA
-70.1%
+251.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | -4.5% | +5.3% | +0.9% |
| 30D | +5.1% | -3.9% | +9.0% | +5.2% |
| 3M | +2.8% | -20.2% | +23.0% | +2.9% |
| 6M | +32.5% | -42.2% | +74.7% | +32.8% |
| YTD | -0.7% | -59.3% | +58.7% | +0.2% |
| 1Y | -6.7% | -56.1% | +49.4% | -6.2% |
| 3Y | +73.7% | -73.7% | +147.4% | +80.0% |
| All | +181.4% | -70.1% | +251.4% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling