+322.1%
CORZ vs STLA
-79.2%
+401.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +23.5% | -13.8% | +37.2% | +27.6% |
| 30D | +7.5% | -10.5% | +18.0% | +9.6% |
| 3M | -26.6% | -28.9% | +2.3% | -21.0% |
| 6M | -39.5% | -49.7% | +10.2% | -28.8% |
| YTD | -0.3% | -64.9% | +64.6% | +27.4% |
| 1Y | -4.2% | -64.0% | +59.8% | +20.7% |
| All | +322.1% | -79.2% | +401.2% | +592.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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