+14,462.0%
COR vs EL
+1,845.6%
+12,616.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.3% |
| 7D | +2.3% | +8.0% | -5.7% | +1.2% |
| 30D | +6.8% | +15.4% | -8.6% | +4.5% |
| 3M | +8.1% | +28.5% | -20.4% | +3.9% |
| 6M | +33.0% | +32.2% | +0.8% | +27.0% |
| YTD | +3.0% | +9.2% | -6.2% | -0.2% |
| 1Y | -3.4% | +30.8% | -34.2% | -9.2% |
| 3Y | +80.1% | +3.7% | +76.5% | +68.9% |
| 5Y | +194.7% | -64.8% | +259.5% | +229.9% |
| 10Y | +512.3% | +60.0% | +452.2% | +409.7% |
| All | +14,462.0% | +1,845.6% | +12,616.3% | +8,912.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling