+269.8%
CORZ vs EL
-8.4%
+278.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.3% | +7.4% |
| 7D | +1.7% | +8.0% | -6.3% | -0.4% |
| 30D | -17.5% | +15.4% | -32.9% | -20.6% |
| 3M | -39.5% | +28.5% | -68.0% | -43.8% |
| 6M | -44.5% | +32.2% | -76.7% | -49.2% |
| YTD | -12.6% | +9.2% | -21.8% | -16.2% |
| 1Y | -37.0% | +30.8% | -67.8% | -42.7% |
| All | +269.8% | -8.4% | +278.1% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling