+503.2%
CCJ vs ESTC
+25.9%
+477.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.3% |
| 30D | -13.2% | -4.2% | -8.9% | -12.4% |
| 3M | -27.6% | +2.5% | -30.1% | -28.6% |
| 6M | -38.7% | +81.5% | -120.2% | -47.0% |
| YTD | -22.7% | +16.8% | -39.5% | -27.5% |
| 1Y | -17.6% | -3.5% | -14.1% | -19.5% |
| 3Y | +62.7% | +17.7% | +45.0% | +42.2% |
| 5Y | +159.7% | -51.7% | +211.5% | +153.7% |
| All | +503.2% | +25.9% | +477.2% | +319.9% |
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