+22.8%
CCL vs ESTC
-48.9%
+71.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.2% |
| 7D | +3.1% | -11.5% | +14.6% | +7.0% |
| 30D | +13.7% | -7.5% | +21.2% | +16.0% |
| 3M | +3.8% | +23.1% | -19.3% | -5.2% |
| 6M | +9.3% | +75.3% | -66.0% | -12.5% |
| YTD | -1.1% | +14.1% | -15.2% | -10.0% |
| 1Y | +14.6% | -0.6% | +15.1% | +8.5% |
| 3Y | +146.4% | +20.8% | +125.6% | +92.9% |
| All | +22.8% | -48.9% | +71.8% | -9.4% |
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 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