+48.2%
CSX vs ESTC
-48.9%
+97.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.5% |
| 7D | -5.5% | -11.5% | +6.0% | -4.6% |
| 30D | +4.9% | -7.5% | +12.5% | +5.5% |
| 3M | -2.9% | +23.1% | -25.9% | -5.0% |
| 6M | +8.3% | +75.3% | -66.9% | +2.3% |
| YTD | +36.7% | +14.1% | +22.6% | +33.8% |
| 1Y | +41.5% | -0.6% | +42.1% | +40.2% |
| 3Y | +68.6% | +20.8% | +47.8% | +57.4% |
| All | +48.2% | -48.9% | +97.1% | +31.4% |
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