+137.9%
CVX vs ESTC
+24.6%
+113.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | -6.2% | -3.6% | -2.7% | -5.9% |
| 30D | -0.4% | -11.2% | +10.8% | +0.6% |
| 3M | +9.3% | +14.3% | -5.0% | +7.2% |
| 6M | +18.4% | +67.0% | -48.6% | +11.3% |
| YTD | +42.5% | +15.7% | +26.8% | +38.3% |
| 1Y | +41.0% | -6.3% | +47.3% | +39.8% |
| 3Y | +67.5% | +14.5% | +53.0% | +56.1% |
| 5Y | +126.1% | -49.9% | +176.0% | +128.9% |
| All | +137.9% | +24.6% | +113.3% | +64.4% |
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