+3,621.5%
STX vs COR
+399.7%
+3,221.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +9.6% | -3.9% | +13.4% | +10.5% |
| 30D | +10.6% | -0.3% | +10.9% | +10.3% |
| 3M | +4.8% | +15.9% | -11.1% | -0.2% |
| 6M | +137.3% | -10.3% | +147.5% | +141.5% |
| YTD | +222.5% | -3.7% | +226.2% | +220.4% |
| 1Y | +366.2% | +9.1% | +357.1% | +344.7% |
| 3Y | +1,352.9% | +86.6% | +1,266.3% | +1,021.6% |
| 5Y | +1,077.4% | +180.9% | +896.5% | +672.6% |
| 10Y | +3,621.5% | +407.4% | +3,214.1% | +1,913.2% |
| All | +3,621.5% | +399.7% | +3,221.8% | +1,913.2% |
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 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