-52.3%
CORZ vs ELV
+15.1%
-67.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.0% |
| 7D | -11.2% | +1.3% | -12.6% | -10.7% |
| 30D | -26.2% | +5.3% | -31.5% | -25.7% |
| 3M | -44.1% | +9.2% | -53.3% | -43.6% |
| 6M | -52.3% | +14.5% | -66.8% | -50.1% |
| All | -52.3% | +15.1% | -67.3% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling