+46.9%
CVX vs ESTC
-3.5%
+50.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.6% |
| 7D | +3.4% | +2.4% | +1.0% | +3.4% |
| 30D | -1.0% | -4.2% | +3.3% | -1.0% |
| 3M | +12.2% | +2.5% | +9.7% | +12.1% |
| 6M | +20.3% | +81.5% | -61.1% | +20.6% |
| YTD | +48.3% | +16.8% | +31.5% | +48.6% |
| 1Y | +46.9% | -3.5% | +50.4% | +49.2% |
| All | +46.9% | -3.5% | +50.4% | +49.2% |
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