+116.0%
CTAS vs ESTC
-52.1%
+168.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.7% |
| 30D | +8.7% | -4.2% | +12.9% | +9.0% |
| 3M | +13.3% | +2.5% | +10.8% | +12.3% |
| 6M | +39.4% | +81.5% | -42.1% | +29.0% |
| YTD | +21.5% | +16.8% | +4.6% | +17.5% |
| 1Y | +21.9% | -3.5% | +25.3% | +20.4% |
| 3Y | +73.6% | +17.7% | +55.9% | +59.1% |
| All | +116.0% | -52.1% | +168.1% | +98.1% |
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 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