+186.1%
COR vs EL
-67.1%
+253.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -1.9% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | +4.5% | +19.8% | -15.3% | +4.4% |
| 3M | +22.7% | +25.7% | -3.0% | +22.4% |
| 6M | -9.7% | +5.4% | -15.2% | -9.8% |
| YTD | -1.4% | +0.2% | -1.6% | -1.7% |
| 1Y | +13.9% | +20.4% | -6.5% | +12.8% |
| 3Y | +94.0% | -32.1% | +126.1% | +101.2% |
| All | +186.1% | -67.1% | +253.3% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling