+2,038.9%
STX vs COR
+469.4%
+1,569.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +16.8% | +2.9% | +14.0% | +16.1% |
| 30D | -27.0% | +5.8% | -32.9% | -28.0% |
| 3M | -37.9% | +11.4% | -49.3% | -39.7% |
| 6M | -32.5% | +34.5% | -67.0% | -38.7% |
| YTD | +98.6% | +4.1% | +94.5% | +93.4% |
| 1Y | +93.6% | -3.1% | +96.7% | +93.0% |
| 3Y | +699.1% | +80.9% | +618.2% | +521.5% |
| 5Y | +481.0% | +195.1% | +285.9% | +267.0% |
| All | +2,038.9% | +469.4% | +1,569.6% | +908.9% |
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