+476.0%
COR vs STZ
+12.2%
+463.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.2% | -0.9% | -0.2% | -0.9% |
| 30D | +7.6% | +14.9% | -7.3% | +3.4% |
| 3M | +5.0% | +8.4% | -3.4% | +2.3% |
| 6M | +35.3% | +2.8% | +32.5% | +33.5% |
| YTD | +4.2% | +7.5% | -3.3% | 0.0% |
| 1Y | -3.4% | +12.5% | -16.0% | -8.8% |
| 3Y | +81.1% | -35.4% | +116.5% | +100.8% |
| 5Y | +195.8% | -29.3% | +225.1% | +212.1% |
| All | +476.0% | +12.2% | +463.8% | +400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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