+231.7%
CTVA vs ESTC
+9.4%
+222.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.4% |
| 7D | +4.9% | -8.1% | +13.1% | +5.8% |
| 30D | +11.9% | +31.7% | -19.8% | +8.3% |
| 3M | +13.7% | +41.1% | -27.4% | +8.9% |
| 6M | +13.1% | +77.1% | -63.9% | +5.1% |
| YTD | +32.0% | +21.7% | +10.3% | +27.5% |
| 1Y | +22.1% | +8.4% | +13.7% | +19.0% |
| 3Y | +77.5% | +23.6% | +53.9% | +63.1% |
| 5Y | +106.3% | -46.5% | +152.7% | +109.7% |
| All | +231.7% | +9.4% | +222.3% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling