+486.6%
COR vs STZ
+11.6%
+475.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.4% | +5.3% | -2.9% | +0.9% |
| 30D | +7.7% | +19.6% | -11.9% | +2.3% |
| 3M | +7.5% | +10.0% | -2.5% | +4.4% |
| 6M | +34.1% | -0.3% | +34.4% | +33.5% |
| YTD | +3.9% | +8.6% | -4.7% | -0.5% |
| 1Y | -3.6% | +16.6% | -20.2% | -10.0% |
| 3Y | +80.5% | -34.8% | +115.3% | +99.5% |
| 5Y | +194.9% | -27.8% | +222.7% | +208.9% |
| 10Y | +486.6% | +12.5% | +474.1% | +415.3% |
| All | +486.6% | +11.6% | +475.1% | +415.3% |
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