+186.1%
COR vs ELF
+259.0%
-72.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.9% |
| 7D | +2.8% | +5.4% | -2.6% | +2.7% |
| 30D | +4.5% | +27.0% | -22.4% | +4.4% |
| 3M | +22.7% | +113.2% | -90.5% | +22.1% |
| 6M | -9.7% | +36.6% | -46.3% | -9.9% |
| YTD | -1.4% | +44.2% | -45.7% | -1.7% |
| 1Y | +13.9% | -18.0% | +31.9% | +14.3% |
| 3Y | +94.0% | -19.9% | +113.9% | +92.1% |
| All | +186.1% | +259.0% | -72.8% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling