+15.1%
CCI vs ESTC
+23.0%
-7.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.8% |
| 7D | -0.1% | -11.5% | +11.4% | +1.0% |
| 30D | +28.4% | -7.5% | +35.9% | +29.2% |
| 3M | +20.0% | +23.1% | -3.1% | +17.4% |
| 6M | +0.8% | +75.3% | -74.5% | -4.5% |
| YTD | +3.6% | +14.1% | -10.5% | +1.3% |
| 1Y | +6.1% | -0.6% | +6.7% | +4.8% |
| 3Y | +7.2% | +20.8% | -13.6% | -0.6% |
| 5Y | -37.0% | -48.8% | +11.8% | -38.7% |
| All | +15.1% | +23.0% | -7.9% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling