+759.1%
CCJ vs ESTC
+31.2%
+727.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.0% |
| 7D | +0.7% | -8.1% | +8.8% | +2.4% |
| 30D | +6.9% | +31.7% | -24.8% | -0.3% |
| 3M | -11.6% | +41.1% | -52.7% | -19.0% |
| 6M | -16.2% | +77.1% | -93.3% | -27.6% |
| YTD | +10.1% | +21.7% | -11.6% | +2.4% |
| 1Y | +32.3% | +8.4% | +23.9% | +25.5% |
| 3Y | +171.3% | +23.6% | +147.7% | +133.6% |
| 5Y | +372.4% | -46.5% | +418.9% | +351.0% |
| All | +759.1% | +31.2% | +727.9% | +493.4% |
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