+402.9%
CTAS vs ESTC
+25.9%
+377.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +8.4% | -4.2% | +12.7% | +8.9% |
| 3M | +13.0% | +2.5% | +10.6% | +11.7% |
| 6M | +39.1% | +81.5% | -42.4% | +24.9% |
| YTD | +21.2% | +16.8% | +4.4% | +15.6% |
| 1Y | +21.6% | -3.5% | +25.1% | +19.2% |
| 3Y | +73.2% | +17.7% | +55.5% | +54.0% |
| 5Y | +115.7% | -51.7% | +167.5% | +116.7% |
| All | +402.9% | +25.9% | +377.0% | +236.1% |
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