+14,586.2%
COR vs EL
+1,850.3%
+12,735.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.4% | +7.6% | -5.2% | +1.4% |
| 30D | +7.7% | +15.7% | -8.0% | +5.4% |
| 3M | +7.5% | +30.5% | -23.0% | +3.1% |
| 6M | +34.1% | +32.5% | +1.6% | +28.0% |
| YTD | +3.9% | +9.4% | -5.6% | +0.6% |
| 1Y | -3.6% | +28.4% | -32.0% | -9.2% |
| 3Y | +80.5% | +4.4% | +76.1% | +69.1% |
| 5Y | +194.9% | -64.5% | +259.4% | +229.5% |
| 10Y | +486.6% | +64.9% | +421.7% | +386.1% |
| All | +14,586.2% | +1,850.3% | +12,735.9% | +8,986.7% |
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