-24.2%
CORZ vs STLA
-59.6%
+35.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +3.3% |
| 7D | -7.8% | -4.9% | -2.9% | -7.6% |
| 30D | -14.8% | -4.9% | -9.9% | -15.0% |
| 3M | -32.5% | -23.7% | -8.8% | -32.5% |
| 6M | -42.7% | -45.0% | +2.2% | -41.6% |
| YTD | -9.8% | -60.9% | +51.1% | -10.9% |
| All | -24.2% | -59.6% | +35.4% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling