+363.5%
COR vs ESTC
+26.3%
+337.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.8% |
| 7D | -1.9% | -4.3% | +2.4% | -1.8% |
| 30D | +1.5% | +17.7% | -16.2% | +0.8% |
| 3M | +18.7% | +42.3% | -23.6% | +17.1% |
| 6M | -9.0% | +64.6% | -73.6% | -10.9% |
| YTD | -3.3% | +17.2% | -20.5% | -4.2% |
| 1Y | +9.8% | -4.2% | +14.0% | +9.5% |
| 3Y | +87.4% | +13.5% | +73.8% | +81.5% |
| 5Y | +180.5% | -45.5% | +226.0% | +184.7% |
| All | +363.5% | +26.3% | +337.2% | +271.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling