+444.5%
CORZ vs ELV
-14.3%
+458.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.6% |
| 7D | +16.6% | -0.3% | +16.8% | +16.5% |
| 30D | -10.9% | +2.0% | -12.8% | -10.8% |
| 3M | -31.0% | -3.5% | -27.5% | -31.2% |
| 6M | +26.0% | +40.2% | -14.2% | +27.7% |
| YTD | +28.6% | +15.8% | +12.8% | +28.2% |
| 1Y | +34.5% | +33.2% | +1.3% | +36.2% |
| All | +444.5% | -14.3% | +458.8% | +466.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling