+73.7%
COR vs ESTC
+18.0%
+55.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.7% |
| 7D | +0.8% | -11.5% | +12.3% | +0.5% |
| 30D | +5.1% | -7.5% | +12.7% | +4.9% |
| 3M | +2.8% | +23.1% | -20.2% | +3.5% |
| 6M | +32.5% | +75.3% | -42.7% | +34.6% |
| YTD | -0.7% | +14.1% | -14.8% | -0.1% |
| 1Y | -6.7% | -0.6% | -6.1% | -6.3% |
| 3Y | +73.7% | +20.8% | +52.9% | +74.7% |
| All | +73.7% | +18.0% | +55.7% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling