+2,022.6%
STRL vs COR
+184.0%
+1,838.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +5.8% |
| 7D | +3.4% | +2.8% | +0.6% | +3.4% |
| 30D | -9.2% | +4.5% | -13.8% | -9.3% |
| 3M | -51.0% | +22.7% | -73.7% | -51.9% |
| 6M | +15.8% | -9.7% | +25.5% | +20.0% |
| YTD | +58.9% | -1.4% | +60.3% | +62.0% |
| 1Y | +68.5% | +13.9% | +54.6% | +67.1% |
| 3Y | +485.2% | +94.0% | +391.3% | +379.6% |
| All | +2,022.6% | +184.0% | +1,838.5% | +1,334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling