-3.8%
CCI vs ESTC
+23.7%
-27.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.9% |
| 7D | -0.3% | -3.3% | +3.1% | 0.0% |
| 30D | +2.1% | +13.4% | -11.3% | +0.8% |
| 3M | -17.8% | +41.3% | -59.2% | -20.5% |
| 6M | -14.2% | +62.6% | -76.8% | -18.2% |
| YTD | -13.3% | +14.8% | -28.1% | -15.3% |
| 1Y | -16.6% | -5.1% | -11.6% | -17.3% |
| 3Y | -10.8% | +11.2% | -22.0% | -16.5% |
| 5Y | -50.3% | -47.0% | -3.3% | -51.8% |
| All | -3.8% | +23.7% | -27.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling