+205.4%
CTVA vs ESTC
+4.0%
+201.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.0% | -2.6% | +1.7% | -0.7% |
| 30D | -8.7% | -8.6% | -0.1% | -8.1% |
| 3M | +6.4% | +14.4% | -8.0% | +4.1% |
| 6M | -1.9% | +73.3% | -75.2% | -8.8% |
| YTD | +21.5% | +15.7% | +5.8% | +17.6% |
| 1Y | +24.3% | -7.6% | +31.9% | +23.2% |
| 3Y | +91.8% | +14.6% | +77.2% | +77.7% |
| 5Y | +78.4% | -50.0% | +128.4% | +82.9% |
| All | +205.4% | +4.0% | +201.4% | +125.7% |
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