+420.1%
CORZ vs STLA
-69.7%
+489.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +8.4% | +2.6% | +5.8% | +7.7% |
| 30D | -17.8% | -1.2% | -16.6% | -17.7% |
| 3M | -35.9% | -24.8% | -11.1% | -31.1% |
| 6M | +12.9% | -25.6% | +38.5% | +21.6% |
| YTD | +22.9% | -48.9% | +71.8% | +44.4% |
| 1Y | +31.4% | -38.8% | +70.1% | +40.5% |
| All | +420.1% | -69.7% | +489.7% | +685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling