+3,379.2%
COR vs ELV
+2,593.1%
+786.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +7.6% | +1.8% | +5.9% | +7.0% |
| 3M | +5.0% | +10.5% | -5.5% | +1.4% |
| 6M | +35.3% | +13.5% | +21.8% | +28.7% |
| YTD | +4.2% | +24.3% | -20.1% | -5.2% |
| 1Y | -3.4% | +38.9% | -42.4% | -15.5% |
| 3Y | +81.1% | -1.5% | +82.6% | +73.0% |
| 5Y | +195.8% | +7.3% | +188.5% | +170.8% |
| 10Y | +493.6% | +268.7% | +224.9% | +244.6% |
| All | +3,379.2% | +2,593.1% | +786.1% | +821.5% |
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