+3.5%
COR vs ELAN
+13.9%
-10.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +4.1% |
| 7D | +9.1% | +11.7% | -2.6% | +9.7% |
| 30D | +12.4% | +12.4% | 0.0% | +13.0% |
| 3M | +15.8% | -1.1% | +16.9% | +15.1% |
| 6M | +17.1% | +12.4% | +4.6% | +18.5% |
| YTD | +5.4% | +11.8% | -6.4% | +7.0% |
| 1Y | +3.5% | +12.5% | -9.0% | +5.1% |
| All | +3.5% | +13.9% | -10.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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