+137.3%
CTVA vs ESTC
+5.0%
+132.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -20.8% | +2.4% | -23.2% | -21.0% |
| 30D | -29.6% | -4.2% | -25.4% | -29.6% |
| 3M | -16.9% | +2.5% | -19.4% | -17.7% |
| 6M | -24.3% | +81.5% | -105.7% | -30.0% |
| YTD | -5.6% | +16.8% | -22.5% | -8.8% |
| 1Y | -4.2% | -3.5% | -0.7% | -5.5% |
| 3Y | +43.3% | +17.7% | +25.6% | +32.2% |
| 5Y | +35.7% | -51.7% | +87.5% | +40.4% |
| All | +137.3% | +5.0% | +132.2% | +75.0% |
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