+420.1%
CORZ vs STRL
+568.7%
-148.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -2.9% |
| 7D | +8.4% | +3.4% | +5.0% | +6.5% |
| 30D | -17.8% | -9.2% | -8.6% | -14.0% |
| 3M | -35.9% | -51.0% | +15.1% | -11.5% |
| 6M | +12.9% | +15.8% | -2.8% | -7.9% |
| YTD | +22.9% | +58.9% | -36.0% | -17.4% |
| 1Y | +31.4% | +68.5% | -37.2% | -17.3% |
| All | +420.1% | +568.7% | -148.7% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling