-9.7%
COR vs STT
+54.6%
-64.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +4.5% | +3.9% | +0.7% | +5.1% |
| 3M | +22.7% | +20.0% | +2.7% | +25.1% |
| 6M | -9.7% | +55.3% | -65.0% | -11.6% |
| All | -9.7% | +54.6% | -64.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 6mo: compounded portfolio wealth divided by compounded STT 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…
6mo analysis · Full analysis span regression · 6 months rolling