+230.8%
CORZ vs ESTC
-31.7%
+262.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.1% | -4.7% | -8.8% |
| 7D | -21.1% | -18.5% | -2.6% | -15.5% |
| 30D | -31.8% | -11.0% | -20.8% | -28.8% |
| 3M | -47.7% | +20.8% | -68.5% | -51.9% |
| 6M | -48.7% | +67.9% | -116.6% | -59.4% |
| YTD | -21.8% | +11.6% | -33.5% | -27.3% |
| 1Y | -47.8% | -3.3% | -44.5% | -48.6% |
| All | +230.8% | -31.7% | +262.5% | +238.3% |
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 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