+1,684.3%
STM vs COR
+17,545.2%
-15,860.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.3% |
| 7D | +5.8% | +2.8% | +3.0% | +5.1% |
| 30D | -1.0% | +4.5% | -5.5% | -2.2% |
| 3M | -33.3% | +22.7% | -55.9% | -37.0% |
| 6M | +57.4% | -9.7% | +67.1% | +59.1% |
| YTD | +102.2% | -1.4% | +103.6% | +99.4% |
| 1Y | +99.6% | +13.9% | +85.7% | +89.2% |
| 3Y | +14.5% | +94.0% | -79.4% | -7.0% |
| 5Y | +21.4% | +184.0% | -162.6% | -11.3% |
| 10Y | +695.0% | +406.8% | +288.2% | +385.6% |
| All | +1,684.3% | +17,545.2% | -15,860.9% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling