-59.6%
CCL vs ESTC
+23.7%
-83.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -4.4% | -3.3% | -1.0% | -3.5% |
| 30D | -18.2% | +13.4% | -31.6% | -22.7% |
| 3M | -17.7% | +41.3% | -59.0% | -28.1% |
| 6M | -13.0% | +62.6% | -75.6% | -28.7% |
| YTD | -24.5% | +14.8% | -39.2% | -31.1% |
| 1Y | -26.9% | -5.1% | -21.9% | -29.6% |
| 3Y | +50.8% | +11.2% | +39.6% | +23.9% |
| 5Y | -0.9% | -47.0% | +46.1% | -4.9% |
| All | -59.6% | +23.7% | -83.2% | -77.6% |
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