+3,191.0%
COR vs ELV
+2,444.2%
+746.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | +2.8% | +3.3% | -0.5% | +1.7% |
| 30D | +4.5% | +4.2% | +0.4% | +3.1% |
| 3M | +22.7% | -0.1% | +22.7% | +22.0% |
| 6M | -9.7% | +41.3% | -51.0% | -20.3% |
| YTD | -1.4% | +17.4% | -18.9% | -8.5% |
| 1Y | +13.9% | +35.1% | -21.1% | +0.4% |
| 3Y | +94.0% | -3.2% | +97.2% | +86.3% |
| 5Y | +184.0% | +15.6% | +168.4% | +152.9% |
| 10Y | +406.8% | +276.8% | +130.0% | +193.0% |
| All | +3,191.0% | +2,444.2% | +746.7% | +789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling