+397.8%
COR vs ESTC
+24.6%
+373.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +2.4% | -3.6% | +6.0% | +2.5% |
| 30D | +7.7% | -11.2% | +18.9% | +8.0% |
| 3M | +7.5% | +14.3% | -6.8% | +6.8% |
| 6M | +34.1% | +67.0% | -32.9% | +31.3% |
| YTD | +3.9% | +15.7% | -11.8% | +2.8% |
| 1Y | -3.6% | -6.3% | +2.6% | -3.9% |
| 3Y | +80.5% | +14.5% | +66.0% | +74.7% |
| 5Y | +194.9% | -49.9% | +244.7% | +202.3% |
| All | +397.8% | +24.6% | +373.1% | +299.3% |
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