-41.3%
CORZ vs EL
+25.6%
-66.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.3% | -16.7% | -11.7% |
| 7D | -14.9% | +2.5% | -17.4% | -15.4% |
| 30D | -23.1% | +20.1% | -43.2% | -26.3% |
| 3M | -44.1% | +29.3% | -73.3% | -47.5% |
| 6M | -39.5% | +38.8% | -78.3% | -44.7% |
| YTD | -12.4% | +8.1% | -20.5% | -15.9% |
| 1Y | -41.3% | +22.3% | -63.7% | -46.7% |
| All | -41.3% | +25.6% | -66.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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