+105.1%
CTVA vs ESTC
-46.4%
+151.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.2% |
| 7D | -5.8% | -3.3% | -2.5% | -5.6% |
| 30D | +11.1% | +13.4% | -2.4% | +10.0% |
| 3M | +13.2% | +41.3% | -28.1% | +10.5% |
| 6M | +8.7% | +62.6% | -53.9% | +4.8% |
| YTD | +27.3% | +14.8% | +12.5% | +25.5% |
| 1Y | +18.0% | -5.1% | +23.1% | +17.7% |
| 3Y | +76.5% | +11.2% | +65.3% | +70.4% |
| 5Y | +105.1% | -47.0% | +152.1% | +102.2% |
| All | +105.1% | -46.4% | +151.5% | +102.2% |
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