+444.1%
STM vs COR
+505.6%
-61.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -7.9% | +2.4% | -10.3% | -8.4% |
| 30D | -14.1% | +7.7% | -21.8% | -15.6% |
| 3M | -17.6% | +7.5% | -25.1% | -19.1% |
| 6M | -24.2% | +34.1% | -58.4% | -30.3% |
| YTD | +73.3% | +3.9% | +69.4% | +69.2% |
| 1Y | +90.1% | -3.6% | +93.7% | +89.5% |
| 3Y | +10.3% | +80.5% | -70.2% | -13.2% |
| 5Y | -5.7% | +194.9% | -200.6% | -39.4% |
| 10Y | +444.1% | +486.6% | -42.5% | +187.8% |
| All | +444.1% | +505.6% | -61.6% | +187.8% |
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