+420.1%
CORZ vs EL
-15.9%
+436.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.9% |
| 7D | +8.4% | +0.8% | +7.6% | +8.1% |
| 30D | -17.8% | +19.8% | -37.7% | -22.1% |
| 3M | -35.9% | +25.7% | -61.6% | -40.2% |
| 6M | +12.9% | +5.4% | +7.5% | +9.9% |
| YTD | +22.9% | +0.2% | +22.7% | +20.8% |
| 1Y | +31.4% | +20.4% | +10.9% | +21.1% |
| All | +420.1% | -15.9% | +436.0% | +345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling