+493.6%
COR vs EL
+63.7%
+429.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | +7.6% | +12.3% | -4.6% | +6.3% |
| 3M | +5.0% | +28.4% | -23.4% | +2.0% |
| 6M | +35.3% | +36.7% | -1.4% | +30.2% |
| YTD | +4.2% | +8.4% | -4.2% | +1.9% |
| 1Y | -3.4% | +25.4% | -28.8% | -7.7% |
| 3Y | +81.1% | +3.4% | +77.7% | +72.8% |
| 5Y | +195.8% | -64.8% | +260.6% | +263.4% |
| 10Y | +493.6% | +63.0% | +430.6% | +376.0% |
| All | +493.6% | +63.7% | +429.9% | +376.0% |
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