+75.7%
CCJ vs ESTC
+18.0%
+57.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.0% |
| 7D | -7.3% | -11.5% | +4.2% | -5.7% |
| 30D | -20.0% | -7.5% | -12.4% | -19.0% |
| 3M | -23.8% | +23.1% | -46.9% | -26.3% |
| 6M | -42.4% | +75.3% | -117.7% | -47.2% |
| YTD | -22.1% | +14.1% | -36.2% | -24.4% |
| 1Y | -20.8% | -0.6% | -20.3% | -21.5% |
| 3Y | +75.7% | +20.8% | +54.9% | +79.8% |
| All | +75.7% | +18.0% | +57.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling