+281.7%
CORZ vs ESTC
-29.2%
+310.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.6% | +4.3% |
| 7D | -7.8% | -3.6% | -4.2% | -6.5% |
| 30D | -14.8% | -11.2% | -3.6% | -11.0% |
| 3M | -32.5% | +14.3% | -46.8% | -36.3% |
| 6M | -42.7% | +67.0% | -109.7% | -54.2% |
| YTD | -9.8% | +15.7% | -25.5% | -17.1% |
| 1Y | -31.9% | -6.3% | -25.7% | -31.5% |
| All | +281.7% | -29.2% | +310.9% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling