+422.5%
STM vs COR
+534.3%
-111.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +5.9% |
| 7D | -5.6% | +2.3% | -7.9% | -6.0% |
| 30D | -14.4% | +6.8% | -21.2% | -15.7% |
| 3M | -20.5% | +8.1% | -28.6% | -22.0% |
| 6M | -24.5% | +33.0% | -57.5% | -30.3% |
| YTD | +72.7% | +3.0% | +69.7% | +69.0% |
| 1Y | +91.0% | -3.4% | +94.4% | +90.2% |
| 3Y | +13.5% | +80.1% | -66.6% | -10.5% |
| 5Y | -9.2% | +194.7% | -203.9% | -41.3% |
| 10Y | +422.5% | +512.3% | -89.7% | +188.8% |
| All | +422.5% | +534.3% | -111.8% | +188.8% |
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