+140.8%
CVX vs ESTC
+23.7%
+117.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.1% |
| 7D | +1.0% | -3.3% | +4.3% | +1.2% |
| 30D | +10.7% | +13.4% | -2.8% | +8.9% |
| 3M | +15.5% | +41.3% | -25.8% | +10.9% |
| 6M | +14.9% | +62.6% | -47.7% | +8.3% |
| YTD | +44.2% | +14.8% | +29.4% | +40.4% |
| 1Y | +43.5% | -5.1% | +48.6% | +42.1% |
| 3Y | +45.0% | +11.2% | +33.8% | +35.5% |
| 5Y | +172.2% | -47.0% | +219.1% | +172.3% |
| All | +140.8% | +23.7% | +117.1% | +66.9% |
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