+492.2%
COR vs ELV
+268.6%
+223.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +7.8% | +1.0% | +6.9% | +7.5% |
| 30D | +7.0% | +0.4% | +6.6% | +6.8% |
| 3M | +16.3% | +8.4% | +7.9% | +13.0% |
| 6M | +41.3% | +8.4% | +32.9% | +36.4% |
| YTD | +7.1% | +24.4% | -17.2% | -2.8% |
| 1Y | -0.8% | +33.5% | -34.3% | -12.5% |
| 3Y | +85.0% | -2.1% | +87.1% | +77.6% |
| 5Y | +203.9% | +5.8% | +198.1% | +177.4% |
| All | +492.2% | +268.6% | +223.6% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling