+2,071.0%
STX vs COR
+534.3%
+1,536.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +8.9% |
| 7D | -14.8% | +2.3% | -17.1% | -15.1% |
| 30D | -35.4% | +6.8% | -42.1% | -36.4% |
| 3M | -37.7% | +8.1% | -45.8% | -39.1% |
| 6M | -35.2% | +33.0% | -68.2% | -41.0% |
| YTD | +84.4% | +3.0% | +81.4% | +80.0% |
| 1Y | +82.3% | -3.4% | +85.7% | +81.7% |
| 3Y | +646.2% | +80.1% | +566.1% | +479.7% |
| 5Y | +487.4% | +194.7% | +292.7% | +269.9% |
| 10Y | +2,071.0% | +512.3% | +1,558.8% | +894.6% |
| All | +2,071.0% | +534.3% | +1,536.7% | +894.6% |
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 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