+132.9%
CSX vs ESTC
+28.1%
+104.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | +0.1% | -15.9% | +16.0% | +2.2% |
| 30D | +9.7% | -5.5% | +15.3% | +10.3% |
| 3M | +2.3% | +26.2% | -23.9% | -1.4% |
| 6M | +17.1% | +77.0% | -60.0% | +7.3% |
| YTD | +44.9% | +18.9% | +26.0% | +39.0% |
| 1Y | +47.1% | +1.3% | +45.8% | +43.9% |
| 3Y | +78.6% | +24.0% | +54.6% | +60.8% |
| 5Y | +57.2% | -47.7% | +104.9% | +55.7% |
| All | +132.9% | +28.1% | +104.8% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling