+1.4%
CCL vs ESTC
-46.4%
+47.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.6% |
| 7D | -5.0% | -8.1% | +3.1% | -2.7% |
| 30D | -20.3% | +31.7% | -52.0% | -28.3% |
| 3M | -15.1% | +41.1% | -56.2% | -25.6% |
| 6M | -15.1% | +77.1% | -92.2% | -32.1% |
| YTD | -21.8% | +21.7% | -43.5% | -29.7% |
| 1Y | -24.8% | +8.4% | -33.2% | -30.6% |
| 3Y | +51.9% | +23.6% | +28.2% | +18.9% |
| All | +1.4% | -46.4% | +47.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling