+420.1%
CORZ vs ELF
-30.9%
+450.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | +8.4% | +5.4% | +3.0% | +7.0% |
| 30D | -17.8% | +27.0% | -44.8% | -22.8% |
| 3M | -35.9% | +113.2% | -149.1% | -47.7% |
| 6M | +12.9% | +36.6% | -23.6% | +2.4% |
| YTD | +22.9% | +44.2% | -21.4% | +9.0% |
| 1Y | +31.4% | -18.0% | +49.3% | +31.3% |
| All | +420.1% | -30.9% | +450.9% | +380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling