-41.3%
CORZ vs ESTC
+1.6%
-42.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.9% | -9.5% | -10.3% |
| 7D | -14.9% | -15.9% | +0.9% | -13.3% |
| 30D | -23.1% | -5.5% | -17.6% | -22.4% |
| 3M | -44.1% | +26.2% | -70.3% | -45.1% |
| 6M | -39.5% | +77.0% | -116.5% | -44.3% |
| YTD | -12.4% | +18.9% | -31.2% | -12.3% |
| 1Y | -41.3% | +1.3% | -42.6% | -40.2% |
| All | -41.3% | +1.6% | -42.9% | -40.2% |
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