-2.9%
CCI vs ESTC
+31.2%
-34.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.5% |
| 7D | -0.4% | -8.1% | +7.7% | +0.3% |
| 30D | +2.7% | +31.7% | -29.0% | 0.0% |
| 3M | -18.2% | +41.1% | -59.3% | -20.9% |
| 6M | -14.8% | +77.1% | -91.9% | -19.4% |
| YTD | -12.6% | +21.7% | -34.3% | -15.0% |
| 1Y | -16.7% | +8.4% | -25.1% | -18.4% |
| 3Y | -10.5% | +23.6% | -34.1% | -17.2% |
| 5Y | -51.4% | -46.5% | -5.0% | -52.9% |
| All | -2.9% | +31.2% | -34.1% | -22.8% |
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 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