+434.3%
COR vs ELF
+383.9%
+50.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.1% |
| 7D | +0.8% | +4.0% | -3.2% | +0.6% |
| 30D | +5.1% | +10.6% | -5.4% | +4.5% |
| 3M | +2.8% | +25.8% | -23.0% | +1.4% |
| 6M | +32.5% | +89.1% | -56.5% | +27.4% |
| YTD | -0.7% | +52.7% | -53.4% | -3.8% |
| 1Y | -6.7% | +51.7% | -58.4% | -9.7% |
| 3Y | +73.7% | +14.2% | +59.5% | +62.1% |
| 5Y | +177.9% | +270.7% | -92.8% | +118.3% |
| 10Y | +533.8% | +341.9% | +191.8% | +349.1% |
| All | +434.3% | +383.9% | +50.4% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling