+281.7%
CORZ vs STLA
-76.8%
+358.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +4.1% |
| 7D | -7.8% | -4.9% | -2.9% | -6.7% |
| 30D | -14.8% | -4.9% | -9.9% | -14.1% |
| 3M | -32.5% | -23.7% | -8.8% | -28.4% |
| 6M | -42.7% | -45.0% | +2.2% | -33.9% |
| YTD | -9.8% | -60.9% | +51.1% | +12.4% |
| 1Y | -31.9% | -58.9% | +26.9% | -17.2% |
| All | +281.7% | -76.8% | +358.4% | +511.4% |
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