+241.9%
CORZ vs STLA
-75.8%
+317.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | -11.2% | -4.5% | -6.7% | -10.5% |
| 30D | -26.2% | -3.9% | -22.3% | -25.7% |
| 3M | -44.1% | -20.2% | -24.0% | -41.4% |
| 6M | -52.3% | -42.2% | -10.1% | -45.5% |
| YTD | -19.2% | -59.3% | +40.1% | -0.2% |
| 1Y | -42.9% | -56.1% | +13.2% | -31.9% |
| All | +241.9% | -75.8% | +317.7% | +442.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling