+239.2%
STRL vs COR
+74.4%
+164.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.0% |
| 7D | -26.9% | +0.8% | -27.7% | -26.5% |
| 30D | -52.7% | +5.1% | -57.8% | -51.9% |
| 3M | -52.8% | +2.8% | -55.7% | -52.2% |
| 6M | -71.5% | +32.5% | -104.0% | -70.4% |
| YTD | -17.4% | -0.7% | -16.8% | -13.2% |
| 1Y | -35.0% | -6.7% | -28.3% | -31.9% |
| 3Y | +239.2% | +73.7% | +165.5% | +269.0% |
| All | +239.2% | +74.4% | +164.8% | +269.0% |
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 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