+74.5%
CSX vs ESTC
+15.4%
+59.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -2.1% |
| 7D | -2.7% | -18.5% | +15.8% | -1.8% |
| 30D | +7.0% | -11.0% | +18.0% | +7.5% |
| 3M | -0.3% | +20.8% | -21.1% | -1.5% |
| 6M | +13.5% | +67.9% | -54.4% | +9.8% |
| YTD | +41.5% | +11.6% | +29.9% | +40.7% |
| 1Y | +45.8% | -3.3% | +49.0% | +46.5% |
| All | +74.5% | +15.4% | +59.1% | +66.3% |
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