+13.9%
COR vs ESTC
+7.3%
+6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.1% |
| 7D | +2.8% | -8.1% | +10.9% | +2.4% |
| 30D | +4.5% | +31.7% | -27.2% | +5.9% |
| 3M | +22.7% | +41.1% | -18.4% | +24.6% |
| 6M | -9.7% | +77.1% | -86.8% | -7.5% |
| YTD | -1.4% | +21.7% | -23.1% | -1.2% |
| 1Y | +13.9% | +8.4% | +5.5% | +14.4% |
| All | +13.9% | +7.3% | +6.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling