+3,877.1%
STRL vs COR
+489.9%
+3,387.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +7.1% | -1.2% | +8.3% | +7.8% |
| 30D | -39.4% | +7.6% | -47.0% | -40.9% |
| 3M | -43.0% | +5.0% | -48.0% | -44.2% |
| 6M | -65.0% | +35.3% | -100.3% | -69.2% |
| YTD | -0.8% | +4.2% | -5.0% | -4.5% |
| 1Y | -20.3% | -3.4% | -16.9% | -20.9% |
| 3Y | +356.5% | +81.1% | +275.4% | +230.9% |
| 5Y | +952.8% | +195.8% | +757.0% | +487.2% |
| 10Y | +3,877.1% | +493.6% | +3,383.5% | +1,697.9% |
| All | +3,877.1% | +489.9% | +3,387.2% | +1,697.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling