+119.8%
CSX vs ESTC
+23.0%
+96.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.6% |
| 7D | -5.5% | -11.5% | +6.0% | -4.1% |
| 30D | +4.9% | -7.5% | +12.5% | +5.7% |
| 3M | -2.9% | +23.1% | -25.9% | -6.1% |
| 6M | +8.3% | +75.3% | -66.9% | -0.6% |
| YTD | +36.7% | +14.1% | +22.6% | +31.8% |
| 1Y | +41.5% | -0.6% | +42.1% | +38.7% |
| 3Y | +68.6% | +20.8% | +47.8% | +52.2% |
| 5Y | +48.4% | -48.8% | +97.2% | +47.1% |
| All | +119.8% | +23.0% | +96.8% | +48.7% |
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