-41.3%
CORZ vs ELAN
+13.9%
-55.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.4% | -11.3% |
| 7D | -14.9% | +11.7% | -26.7% | -18.0% |
| 30D | -23.1% | +12.4% | -35.6% | -26.1% |
| 3M | -44.1% | -1.1% | -42.9% | -44.0% |
| 6M | -39.5% | +12.4% | -52.0% | -43.2% |
| YTD | -12.4% | +11.8% | -24.2% | -14.8% |
| 1Y | -41.3% | +12.5% | -53.8% | -42.7% |
| All | -41.3% | +13.9% | -55.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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