+1,473.6%
COR vs STLA
+189.9%
+1,283.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | -4.5% | +5.3% | +1.2% |
| 30D | +5.1% | -3.9% | +9.0% | +5.4% |
| 3M | +2.8% | -20.2% | +23.0% | +4.5% |
| 6M | +32.5% | -42.2% | +74.7% | +38.0% |
| YTD | -0.7% | -59.3% | +58.7% | +6.0% |
| 1Y | -6.7% | -56.1% | +49.4% | -1.3% |
| 3Y | +73.7% | -73.7% | +147.4% | +90.0% |
| 5Y | +177.9% | -70.3% | +248.2% | +194.7% |
| 10Y | +533.8% | +23.1% | +510.7% | +476.5% |
| All | +1,473.6% | +189.9% | +1,283.7% | +1,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling