+344.7%
CTAS vs ESTC
+23.7%
+321.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.0% | -3.3% | +4.3% | +1.4% |
| 30D | -1.1% | +13.4% | -14.5% | -3.5% |
| 3M | +11.5% | +41.3% | -29.8% | +4.9% |
| 6M | +0.2% | +62.6% | -62.4% | -8.4% |
| YTD | +7.2% | +14.8% | -7.6% | +2.9% |
| 1Y | 0.0% | -5.1% | +5.0% | -1.5% |
| 3Y | +65.9% | +11.2% | +54.8% | +49.2% |
| 5Y | +109.6% | -47.0% | +156.5% | +105.7% |
| All | +344.7% | +23.7% | +321.0% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling