+417.9%
COR vs ELF
+317.0%
+100.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.2% |
| 7D | -3.9% | -6.8% | +2.9% | -3.5% |
| 30D | -0.3% | +5.1% | -5.4% | -0.6% |
| 3M | +15.9% | +79.8% | -63.9% | +11.8% |
| 6M | -10.3% | +29.7% | -40.0% | -11.9% |
| YTD | -3.7% | +31.6% | -35.3% | -5.9% |
| 1Y | +9.1% | -27.9% | +37.0% | +9.9% |
| 3Y | +86.6% | -26.4% | +113.0% | +81.0% |
| 5Y | +180.9% | +235.6% | -54.7% | +121.2% |
| All | +417.9% | +317.0% | +100.9% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling