+181.4%
COR vs STZ
-29.7%
+211.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.8% | +4.9% | -4.1% | +0.2% |
| 30D | +5.1% | +20.9% | -15.7% | +2.5% |
| 3M | +2.8% | +8.0% | -5.2% | +1.6% |
| 6M | +32.5% | -5.3% | +37.8% | +33.0% |
| YTD | -0.7% | +5.9% | -6.6% | -2.8% |
| 1Y | -6.7% | +14.2% | -20.9% | -10.1% |
| 3Y | +73.7% | -37.0% | +110.7% | +87.2% |
| All | +181.4% | -29.7% | +211.1% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling