+241.9%
CORZ vs STRL
+247.5%
-5.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.1% | +1.5% |
| 7D | -11.2% | -26.9% | +15.7% | +3.8% |
| 30D | -26.2% | -52.7% | +26.4% | +7.7% |
| 3M | -44.1% | -52.8% | +8.7% | -18.6% |
| 6M | -52.3% | -71.5% | +19.2% | -13.8% |
| YTD | -19.2% | -17.4% | -1.8% | -24.4% |
| 1Y | -42.9% | -35.0% | -7.9% | -38.9% |
| All | +241.9% | +247.5% | -5.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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