+7,301.3%
STRL vs COR
+399.7%
+6,901.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.2% | -3.9% | +12.1% | +9.5% |
| 30D | -6.3% | -0.3% | -6.0% | -6.6% |
| 3M | -41.2% | +15.9% | -57.1% | -44.9% |
| 6M | +20.4% | -10.3% | +30.6% | +22.7% |
| YTD | +61.7% | -3.7% | +65.4% | +60.1% |
| 1Y | +72.7% | +9.1% | +63.6% | +61.6% |
| 3Y | +530.9% | +86.6% | +444.4% | +350.4% |
| 5Y | +2,125.4% | +180.9% | +1,944.5% | +1,183.8% |
| 10Y | +7,301.3% | +407.4% | +6,893.9% | +3,389.0% |
| All | +7,301.3% | +399.7% | +6,901.6% | +3,389.0% |
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