+4.9%
STM vs COR
+74.4%
-69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.0% |
| 7D | -10.7% | +0.8% | -11.6% | -10.4% |
| 30D | -25.7% | +5.1% | -30.9% | -24.5% |
| 3M | -21.6% | +2.8% | -24.4% | -20.6% |
| 6M | -27.8% | +32.5% | -60.3% | -22.5% |
| YTD | +61.8% | -0.7% | +62.4% | +66.5% |
| 1Y | +78.1% | -6.7% | +84.8% | +80.7% |
| 3Y | +4.9% | +73.7% | -68.8% | +36.8% |
| All | +4.9% | +74.4% | -69.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling