+359.1%
COR vs ELAN
-27.0%
+386.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.2% |
| 7D | -3.9% | -4.6% | +0.7% | -3.4% |
| 30D | -0.3% | +5.7% | -6.0% | -0.9% |
| 3M | +15.9% | -3.9% | +19.8% | +16.1% |
| 6M | -10.3% | -1.6% | -8.6% | -11.0% |
| YTD | -3.7% | +4.1% | -7.8% | -5.3% |
| 1Y | +9.1% | +25.5% | -16.5% | +4.4% |
| 3Y | +86.6% | +103.2% | -16.6% | +59.0% |
| 5Y | +180.9% | -29.8% | +210.7% | +204.6% |
| All | +359.1% | -27.0% | +386.1% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling