+657.6%
STM vs COR
+397.4%
+260.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | -7.4% | +1.5% | -8.9% | -7.8% |
| 3M | -30.6% | +18.7% | -49.3% | -33.7% |
| 6M | +66.4% | -9.0% | +75.4% | +68.7% |
| YTD | +101.1% | -3.3% | +104.4% | +100.1% |
| 1Y | +97.4% | +9.8% | +87.5% | +88.9% |
| 3Y | +21.1% | +87.4% | -66.2% | -4.1% |
| 5Y | +22.5% | +180.5% | -158.0% | -16.4% |
| 10Y | +657.6% | +398.1% | +259.5% | +362.7% |
| All | +657.6% | +397.4% | +260.2% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling