+425.9%
CORZ vs ELV
-15.4%
+441.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -3.5% |
| 7D | +7.6% | -2.2% | +9.8% | +7.5% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -33.0% | -6.1% | -26.9% | -33.3% |
| 6M | +19.3% | +42.8% | -23.5% | +21.1% |
| YTD | +24.2% | +14.4% | +9.9% | +23.7% |
| 1Y | +24.5% | +28.6% | -4.1% | +25.8% |
| All | +425.9% | -15.4% | +441.3% | +447.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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