+76.0%
CTAS vs ESTC
+18.0%
+58.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +1.2% | -11.5% | +12.7% | +1.8% |
| 30D | +12.8% | -7.5% | +20.3% | +13.1% |
| 3M | +10.3% | +23.1% | -12.8% | +8.5% |
| 6M | +32.0% | +75.3% | -43.3% | +26.8% |
| YTD | +19.1% | +14.1% | +5.0% | +17.3% |
| 1Y | +21.5% | -0.6% | +22.1% | +20.6% |
| 3Y | +76.0% | +20.8% | +55.2% | +71.9% |
| All | +76.0% | +18.0% | +58.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling