+486.6%
COR vs EL
+60.9%
+425.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.4% | +7.6% | -5.2% | +1.6% |
| 30D | +7.7% | +15.7% | -8.0% | +6.0% |
| 3M | +7.5% | +30.5% | -23.0% | +4.2% |
| 6M | +34.1% | +32.5% | +1.6% | +29.6% |
| YTD | +3.9% | +9.4% | -5.6% | +1.4% |
| 1Y | -3.6% | +28.4% | -32.0% | -8.1% |
| 3Y | +80.5% | +4.4% | +76.1% | +72.0% |
| 5Y | +194.9% | -64.5% | +259.4% | +262.1% |
| 10Y | +486.6% | +64.9% | +421.7% | +370.8% |
| All | +486.6% | +60.9% | +425.7% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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