+15.8%
STRL vs COR
-10.7%
+26.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +4.6% |
| 7D | +3.4% | +2.8% | +0.6% | +5.3% |
| 30D | -9.2% | +4.5% | -13.8% | -6.3% |
| 3M | -51.0% | +22.7% | -73.7% | -45.8% |
| 6M | +15.8% | -9.7% | +25.5% | +56.7% |
| All | +15.8% | -10.7% | +26.4% | +56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling