-17.6%
CCJ vs ESTC
-3.5%
-14.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | -13.2% | -4.2% | -8.9% | -12.7% |
| 3M | -27.6% | +2.5% | -30.1% | -27.2% |
| 6M | -38.7% | +81.5% | -120.2% | -40.3% |
| YTD | -22.7% | +16.8% | -39.5% | -21.2% |
| 1Y | -17.6% | -3.5% | -14.1% | -11.5% |
| All | -17.6% | -3.5% | -14.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling