+97.4%
STM vs COR
+11.7%
+85.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -1.0% |
| 7D | +5.2% | -1.9% | +7.1% | +4.7% |
| 30D | -7.4% | +1.5% | -8.9% | -6.8% |
| 3M | -30.6% | +18.7% | -49.3% | -27.7% |
| 6M | +66.4% | -9.0% | +75.4% | +70.5% |
| YTD | +101.1% | -3.3% | +104.4% | +108.4% |
| 1Y | +97.4% | +9.8% | +87.5% | +104.0% |
| All | +97.4% | +11.7% | +85.6% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling