+72.2%
CSX vs ESTC
+25.2%
+47.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.1% |
| 7D | -3.4% | -8.1% | +4.7% | -3.0% |
| 30D | -3.1% | +31.7% | -34.8% | -4.5% |
| 3M | +7.2% | +41.1% | -33.9% | +5.2% |
| 6M | +16.2% | +77.1% | -60.9% | +12.3% |
| YTD | +37.5% | +21.7% | +15.8% | +36.4% |
| 1Y | +53.2% | +8.4% | +44.8% | +52.9% |
| All | +72.2% | +25.2% | +47.1% | +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