+40.8%
CVX vs ESTC
-4.1%
+44.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.5% |
| 7D | -0.6% | -4.3% | +3.7% | -0.6% |
| 30D | +13.4% | +17.7% | -4.3% | +13.6% |
| 3M | +11.8% | +42.3% | -30.5% | +12.5% |
| 6M | +12.4% | +64.6% | -52.1% | +13.1% |
| YTD | +41.5% | +17.2% | +24.3% | +41.0% |
| All | +40.8% | -4.1% | +44.9% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling