+180.9%
COR vs ELV
+14.8%
+166.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +15.9% | -6.1% | +22.0% | +17.2% |
| 6M | -10.3% | +42.8% | -53.1% | -18.1% |
| YTD | -3.7% | +14.4% | -18.1% | -8.0% |
| 1Y | +9.1% | +28.6% | -19.5% | +0.5% |
| 3Y | +86.6% | -7.4% | +94.0% | +84.9% |
| 5Y | +180.9% | +14.5% | +166.5% | +151.4% |
| All | +180.9% | +14.8% | +166.2% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling