+351.8%
CCJ vs ESTC
-47.2%
+399.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.0% |
| 7D | +5.9% | -4.3% | +10.2% | +6.8% |
| 30D | +4.7% | +17.7% | -13.0% | -0.2% |
| 3M | -3.3% | +42.3% | -45.6% | -12.0% |
| 6M | -7.0% | +64.6% | -71.6% | -18.9% |
| YTD | +11.5% | +17.2% | -5.8% | +4.3% |
| 1Y | +32.3% | -4.2% | +36.5% | +29.3% |
| 3Y | +176.8% | +13.5% | +163.3% | +139.3% |
| 5Y | +351.8% | -45.5% | +397.3% | +319.9% |
| All | +351.8% | -47.2% | +399.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling