+67.8%
CSX vs ESTC
-46.4%
+114.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.2% |
| 7D | -3.4% | -8.1% | +4.7% | -2.7% |
| 30D | -3.1% | +31.7% | -34.8% | -5.6% |
| 3M | +7.2% | +41.1% | -33.9% | +3.6% |
| 6M | +16.2% | +77.1% | -60.9% | +9.6% |
| YTD | +37.5% | +21.7% | +15.8% | +34.1% |
| 1Y | +53.2% | +8.4% | +44.8% | +50.7% |
| 3Y | +68.2% | +23.6% | +44.6% | +57.0% |
| All | +67.8% | -46.4% | +114.2% | +53.0% |
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