+430.1%
COR vs ELF
+357.0%
+73.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +2.8% | +5.4% | -2.6% | +2.5% |
| 30D | +4.5% | +27.0% | -22.4% | +3.1% |
| 3M | +22.7% | +113.2% | -90.5% | +17.3% |
| 6M | -9.7% | +36.6% | -46.3% | -11.7% |
| YTD | -1.4% | +44.2% | -45.7% | -4.2% |
| 1Y | +13.9% | -18.0% | +31.9% | +13.9% |
| 3Y | +94.0% | -19.9% | +113.9% | +87.3% |
| 5Y | +184.0% | +257.7% | -73.7% | +123.2% |
| All | +430.1% | +357.0% | +73.1% | +277.7% |
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