+14,868.9%
STRL vs COR
+17,545.2%
-2,676.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +6.2% |
| 7D | +3.4% | +2.8% | +0.6% | +2.6% |
| 30D | -9.2% | +4.5% | -13.8% | -10.5% |
| 3M | -51.0% | +22.7% | -73.7% | -54.1% |
| 6M | +15.8% | -9.7% | +25.5% | +16.7% |
| YTD | +58.9% | -1.4% | +60.3% | +56.3% |
| 1Y | +68.5% | +13.9% | +54.6% | +58.8% |
| 3Y | +485.2% | +94.0% | +391.3% | +367.5% |
| 5Y | +2,005.1% | +184.0% | +1,821.1% | +1,401.3% |
| 10Y | +7,118.0% | +406.8% | +6,711.2% | +4,244.1% |
| All | +14,868.9% | +17,545.2% | -2,676.3% | +3,260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling