+281.7%
CORZ vs ELF
-25.3%
+307.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -7.8% | +6.3% | -14.1% | -9.1% |
| 30D | -14.8% | +8.5% | -23.3% | -16.4% |
| 3M | -32.5% | +24.4% | -56.9% | -36.1% |
| 6M | -42.7% | +94.7% | -137.4% | -52.3% |
| YTD | -9.8% | +55.9% | -65.7% | -21.5% |
| 1Y | -31.9% | +48.4% | -80.3% | -40.0% |
| All | +281.7% | -25.3% | +307.0% | +245.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling