+3.5%
COR vs ELV
+42.6%
-39.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -1.0% | +3.7% |
| 7D | +9.1% | +4.8% | +4.4% | +8.8% |
| 30D | +12.4% | +10.1% | +2.4% | +11.9% |
| 3M | +15.8% | +15.4% | +0.4% | +15.2% |
| 6M | +17.1% | +17.7% | -0.7% | +16.7% |
| YTD | +5.4% | +25.7% | -20.2% | +4.3% |
| 1Y | +3.5% | +39.9% | -36.3% | +1.0% |
| All | +3.5% | +42.6% | -39.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling