+55.4%
CCL vs ESTC
+25.2%
+30.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.0% |
| 7D | -5.0% | -8.1% | +3.1% | -3.5% |
| 30D | -20.3% | +31.7% | -52.0% | -25.6% |
| 3M | -15.1% | +41.1% | -56.2% | -22.1% |
| 6M | -15.1% | +77.1% | -92.2% | -26.6% |
| YTD | -21.8% | +21.7% | -43.5% | -26.7% |
| 1Y | -24.8% | +8.4% | -33.2% | -28.1% |
| All | +55.4% | +25.2% | +30.3% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling