+508.0%
CCJ vs ESTC
+23.0%
+485.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.9% |
| 7D | -7.3% | -11.5% | +4.2% | -4.9% |
| 30D | -20.0% | -7.5% | -12.4% | -18.6% |
| 3M | -23.8% | +23.1% | -46.9% | -28.0% |
| 6M | -42.4% | +75.3% | -117.7% | -49.9% |
| YTD | -22.1% | +14.1% | -36.2% | -26.6% |
| 1Y | -20.8% | -0.6% | -20.3% | -23.3% |
| 3Y | +75.7% | +20.8% | +54.9% | +52.3% |
| 5Y | +167.4% | -48.8% | +216.2% | +158.1% |
| All | +508.0% | +23.0% | +485.1% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling