+9.8%
COR vs EL
+15.2%
-5.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.1% |
| 7D | -1.9% | +1.7% | -3.6% | -1.7% |
| 30D | +1.5% | +15.5% | -14.0% | +2.9% |
| 3M | +18.7% | +20.6% | -1.9% | +21.0% |
| 6M | -9.0% | +10.5% | -19.5% | -8.4% |
| YTD | -3.3% | -1.9% | -1.4% | -5.2% |
| 1Y | +9.8% | +16.1% | -6.2% | +9.3% |
| All | +9.8% | +15.2% | -5.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling