+78.9%
CTVA vs ESTC
-52.1%
+131.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +2.4% | -3.6% | +6.0% | +2.6% |
| 30D | -8.1% | -11.2% | +3.1% | -7.7% |
| 3M | +6.3% | +14.3% | -8.0% | +5.0% |
| 6M | +0.4% | +67.0% | -66.6% | -3.4% |
| YTD | +21.8% | +15.7% | +6.2% | +19.8% |
| 1Y | +24.9% | -6.3% | +31.1% | +24.6% |
| 3Y | +92.3% | +14.5% | +77.8% | +85.3% |
| 5Y | +78.9% | -49.9% | +128.8% | +68.7% |
| All | +78.9% | -52.1% | +131.0% | +68.7% |
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 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