+420.1%
CORZ vs STT
+181.9%
+238.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +8.4% | +0.5% | +7.9% | +8.0% |
| 30D | -17.8% | +3.9% | -21.7% | -20.6% |
| 3M | -35.9% | +20.0% | -55.9% | -45.4% |
| 6M | +12.9% | +55.3% | -42.4% | -23.0% |
| YTD | +22.9% | +53.3% | -30.5% | -15.6% |
| 1Y | +31.4% | +74.7% | -43.3% | -19.9% |
| All | +420.1% | +181.9% | +238.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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