+318.0%
CORZ vs ELF
-28.4%
+346.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.3% |
| 7D | +26.4% | +3.4% | +23.0% | +25.4% |
| 30D | -6.8% | +5.0% | -11.8% | -7.7% |
| 3M | -31.1% | +22.6% | -53.7% | -34.6% |
| 6M | -36.9% | +104.0% | -140.9% | -48.0% |
| YTD | -1.2% | +49.3% | -50.5% | -13.1% |
| 1Y | -12.5% | +46.0% | -58.6% | -22.7% |
| All | +318.0% | -28.4% | +346.5% | +282.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling