+269.8%
CORZ vs ESTC
-26.8%
+296.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.9% | +3.3% | +6.5% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -17.5% | -8.1% | -9.3% | -14.7% |
| 3M | -39.5% | +20.2% | -59.6% | -43.9% |
| 6M | -44.5% | +72.7% | -117.2% | -56.1% |
| YTD | -12.6% | +19.6% | -32.3% | -20.6% |
| 1Y | -37.0% | +0.3% | -37.3% | -38.3% |
| All | +269.8% | -26.8% | +296.5% | +269.8% |
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