+241.9%
CORZ vs STT
+140.2%
+101.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | -11.2% | -2.5% | -8.8% | -9.0% |
| 30D | -26.2% | -5.0% | -21.3% | -22.0% |
| 3M | -44.1% | -10.5% | -33.7% | -37.7% |
| 6M | -52.3% | +10.0% | -62.3% | -55.5% |
| YTD | -19.2% | +30.7% | -49.9% | -35.2% |
| 1Y | -42.9% | +43.8% | -86.7% | -57.8% |
| All | +241.9% | +140.2% | +101.6% | +65.6% |
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