+32.3%
CCJ vs ESTC
+0.7%
+31.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.3% |
| 7D | +5.9% | -4.3% | +10.2% | +6.0% |
| 30D | +4.7% | +17.7% | -13.0% | +4.1% |
| 3M | -3.3% | +42.3% | -45.6% | -4.9% |
| 6M | -7.0% | +64.6% | -71.6% | -8.5% |
| YTD | +11.5% | +17.2% | -5.8% | +11.5% |
| 1Y | +32.3% | -4.2% | +36.5% | +43.8% |
| All | +32.3% | +0.7% | +31.6% | +43.8% |
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 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