-41.3%
CORZ vs ELF
-3.2%
-38.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.9% | -12.3% | -10.8% |
| 7D | -14.9% | -1.5% | -13.4% | -14.7% |
| 30D | -23.1% | +9.5% | -32.7% | -24.4% |
| 3M | -44.1% | +29.4% | -73.4% | -46.7% |
| 6M | -39.5% | +83.7% | -123.2% | -47.0% |
| YTD | -12.4% | +49.4% | -61.8% | -20.7% |
| 1Y | -41.3% | -3.9% | -37.4% | -43.1% |
| All | -41.3% | -3.2% | -38.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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