+398.1%
COR vs STZ
-14.3%
+412.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.4% |
| 7D | -1.9% | -7.4% | +5.5% | +0.1% |
| 30D | +1.5% | -10.9% | +12.4% | +4.6% |
| 3M | +18.7% | -13.4% | +32.1% | +23.0% |
| 6M | -9.0% | -16.2% | +7.2% | -5.4% |
| YTD | -3.3% | -10.4% | +7.2% | -2.1% |
| 1Y | +9.8% | -14.8% | +24.6% | +12.5% |
| 3Y | +87.4% | -50.1% | +137.5% | +123.6% |
| 5Y | +180.5% | -38.8% | +219.3% | +206.8% |
| 10Y | +398.1% | -14.1% | +412.2% | +368.1% |
| All | +398.1% | -14.3% | +412.5% | +368.1% |
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