+17,451.9%
COR vs STZ
+2,829.9%
+14,622.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.8% | -1.9% | +4.7% | +3.1% |
| 30D | +4.5% | -1.9% | +6.4% | +4.8% |
| 3M | +22.7% | -6.2% | +28.9% | +23.9% |
| 6M | -9.7% | -14.0% | +4.3% | -7.6% |
| YTD | -1.4% | -5.1% | +3.7% | -1.4% |
| 1Y | +13.9% | -9.6% | +23.5% | +14.8% |
| 3Y | +94.0% | -47.2% | +141.2% | +114.5% |
| 5Y | +184.0% | -33.6% | +217.6% | +198.9% |
| 10Y | +406.8% | -9.8% | +416.5% | +393.8% |
| All | +17,451.9% | +2,829.9% | +14,622.0% | +8,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling