+461.8%
STM vs COR
+469.4%
-7.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +16.3% | +2.9% | +13.4% | +15.6% |
| 30D | -6.3% | +5.8% | -12.1% | -7.5% |
| 3M | -14.1% | +11.4% | -25.5% | -16.4% |
| 6M | -19.6% | +34.5% | -54.0% | -26.1% |
| YTD | +80.1% | +4.1% | +76.1% | +75.8% |
| 1Y | +95.4% | -3.1% | +98.5% | +94.5% |
| 3Y | +14.7% | +80.9% | -66.2% | -9.9% |
| 5Y | -5.4% | +195.1% | -200.5% | -39.2% |
| All | +461.8% | +469.4% | -7.6% | +197.8% |
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