+16.7%
STM vs COR
+86.2%
-69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +1.3% |
| 7D | +12.0% | +7.8% | +4.2% | +14.1% |
| 30D | -0.4% | +7.0% | -7.4% | +1.4% |
| 3M | -13.2% | +16.3% | -29.4% | -9.4% |
| 6M | -26.1% | +41.3% | -67.4% | -19.2% |
| YTD | +81.2% | +7.1% | +74.0% | +90.0% |
| 1Y | +98.3% | -0.8% | +99.1% | +104.2% |
| 3Y | +16.7% | +85.0% | -68.3% | +53.6% |
| All | +16.7% | +86.2% | -69.5% | +53.6% |
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