+89.4%
STM vs COR
-2.4%
+91.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +7.7% |
| 7D | -5.6% | +2.3% | -7.9% | -4.9% |
| 30D | -14.4% | +6.8% | -21.2% | -12.6% |
| 3M | -20.5% | +8.1% | -28.6% | -18.2% |
| 6M | -24.5% | +33.0% | -57.5% | -19.4% |
| YTD | +72.7% | +3.0% | +69.7% | +85.2% |
| All | +89.4% | -2.4% | +91.8% | +91.8% |
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 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