+15.4%
CORZ vs ELAN
+25.6%
-10.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.8% |
| 7D | +0.3% | -5.4% | +5.7% | +2.1% |
| 30D | -14.0% | +4.7% | -18.7% | -15.4% |
| 3M | -34.1% | -3.7% | -30.4% | -34.5% |
| 6M | +8.5% | -1.2% | +9.7% | +6.7% |
| YTD | +23.2% | +2.4% | +20.8% | +22.6% |
| 1Y | +15.4% | +23.4% | -8.0% | +15.0% |
| All | +15.4% | +25.6% | -10.2% | +15.0% |
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