+18.0%
CCI vs ESTC
+25.9%
-8.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +14.4% | -4.2% | +18.7% | +14.7% |
| 3M | +21.7% | +2.5% | +19.2% | +21.0% |
| 6M | +4.0% | +81.5% | -77.5% | -1.8% |
| YTD | +6.2% | +16.8% | -10.6% | +3.6% |
| 1Y | +5.4% | -3.5% | +8.9% | +4.4% |
| 3Y | +11.7% | +17.7% | -6.0% | +4.0% |
| 5Y | -35.6% | -51.7% | +16.1% | -36.9% |
| All | +18.0% | +25.9% | -8.0% | -6.0% |
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