+3,988.2%
STRL vs COR
+534.3%
+3,453.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.7% | +11.3% | +13.8% |
| 7D | -13.3% | +2.3% | -15.7% | -14.0% |
| 30D | -43.3% | +6.8% | -50.1% | -44.6% |
| 3M | -46.9% | +8.1% | -55.0% | -48.6% |
| 6M | -65.6% | +33.0% | -98.6% | -69.5% |
| YTD | -5.1% | +3.0% | -8.1% | -8.3% |
| 1Y | -23.1% | -3.4% | -19.7% | -23.8% |
| 3Y | +346.8% | +80.1% | +266.7% | +224.3% |
| 5Y | +907.2% | +194.7% | +712.4% | +462.3% |
| 10Y | +3,988.2% | +512.3% | +3,475.9% | +1,750.8% |
| All | +3,988.2% | +534.3% | +3,453.8% | +1,750.8% |
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