+16,011.1%
STX vs COR
+3,353.5%
+12,657.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.0% |
| 7D | +2.4% | +2.8% | -0.4% | +1.2% |
| 30D | +1.4% | +4.5% | -3.1% | -0.7% |
| 3M | -8.2% | +22.7% | -30.9% | -16.4% |
| 6M | +127.0% | -9.7% | +136.8% | +130.6% |
| YTD | +209.1% | -1.4% | +210.6% | +201.8% |
| 1Y | +365.4% | +13.9% | +351.5% | +326.6% |
| 3Y | +1,135.4% | +94.0% | +1,041.4% | +775.2% |
| 5Y | +991.5% | +184.0% | +807.5% | +546.1% |
| 10Y | +3,695.8% | +406.8% | +3,289.1% | +1,502.0% |
| All | +16,011.1% | +3,353.5% | +12,657.6% | +2,627.8% |
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