-44.8%
CCL vs ESTC
+28.9%
-73.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.6% |
| 7D | +3.1% | -1.2% | +4.2% | +3.5% |
| 30D | +17.5% | -8.1% | +25.6% | +20.2% |
| 3M | +6.8% | +20.2% | -13.4% | -1.6% |
| 6M | +18.7% | +72.7% | -54.0% | -4.4% |
| YTD | +3.0% | +19.6% | -16.6% | -7.9% |
| 1Y | +17.7% | +0.3% | +17.4% | +10.9% |
| 3Y | +155.6% | +22.8% | +132.8% | +102.8% |
| 5Y | +30.2% | -50.9% | +81.0% | +28.2% |
| All | -44.8% | +28.9% | -73.8% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling