+15.7%
STM vs COR
+93.9%
-78.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.4% |
| 7D | +5.8% | +2.8% | +3.0% | +6.6% |
| 30D | -1.0% | +4.5% | -5.5% | +0.4% |
| 3M | -33.3% | +22.7% | -55.9% | -29.5% |
| 6M | +57.4% | -9.7% | +67.1% | +57.6% |
| YTD | +102.2% | -1.4% | +103.6% | +107.0% |
| 1Y | +99.6% | +13.9% | +85.7% | +111.8% |
| All | +15.7% | +93.9% | -78.2% | +46.4% |
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