+318.0%
CORZ vs ELV
-7.9%
+326.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +26.4% | -0.5% | +26.8% | +26.3% |
| 30D | -6.8% | +1.1% | -7.9% | -6.6% |
| 3M | -31.1% | +8.2% | -39.3% | -30.7% |
| 6M | -36.9% | +10.2% | -47.1% | -36.5% |
| YTD | -1.2% | +24.4% | -25.7% | -1.1% |
| 1Y | -12.5% | +33.8% | -46.4% | -11.6% |
| All | +318.0% | -7.9% | +326.0% | +337.6% |
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