+143.9%
CSCO vs ESTC
+23.0%
+120.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | -10.2% | -11.5% | +1.3% | -8.7% |
| 30D | -20.1% | -7.5% | -12.5% | -19.3% |
| 3M | -22.4% | +23.1% | -45.4% | -25.1% |
| 6M | +2.8% | +75.3% | -72.5% | -5.9% |
| YTD | +23.6% | +14.1% | +9.5% | +19.1% |
| 1Y | +34.0% | -0.6% | +34.6% | +31.3% |
| 3Y | +89.3% | +20.8% | +68.4% | +71.9% |
| 5Y | +87.9% | -48.8% | +136.6% | +87.7% |
| All | +143.9% | +23.0% | +120.9% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling