+17,590.3%
COR vs STZ
+3,171.0%
+14,419.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.8% | +4.9% | -4.1% | -0.1% |
| 30D | +5.1% | +20.9% | -15.7% | +1.3% |
| 3M | +2.8% | +8.0% | -5.2% | +1.1% |
| 6M | +32.5% | -5.3% | +37.8% | +33.4% |
| 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% | +85.5% |
| 5Y | +177.9% | -29.7% | +207.6% | +189.0% |
| 10Y | +533.8% | +5.2% | +528.6% | +499.7% |
| All | +17,590.3% | +3,171.0% | +14,419.3% | +8,423.3% |
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