+475.2%
COR vs STZ
+12.6%
+462.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | 0.0% | +2.8% | +2.9% |
| 30D | +5.8% | +14.7% | -8.9% | +1.7% |
| 3M | +11.4% | +8.8% | +2.6% | +8.5% |
| 6M | +34.5% | +3.1% | +31.4% | +32.6% |
| YTD | +4.1% | +7.9% | -3.8% | -0.2% |
| 1Y | -3.1% | +14.2% | -17.3% | -9.0% |
| 3Y | +80.9% | -35.2% | +116.1% | +100.3% |
| 5Y | +195.1% | -29.6% | +224.7% | +212.0% |
| All | +475.2% | +12.6% | +462.6% | +399.1% |
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