+41.9%
CVX vs ESTC
+18.2%
+23.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.1% |
| 7D | +3.3% | -8.1% | +11.4% | +3.7% |
| 30D | +12.9% | +31.7% | -18.8% | +11.4% |
| 3M | +11.7% | +41.1% | -29.3% | +9.9% |
| 6M | +14.1% | +77.1% | -62.9% | +10.9% |
| YTD | +40.7% | +21.7% | +19.0% | +39.0% |
| 1Y | +37.5% | +8.4% | +29.1% | +36.5% |
| All | +41.9% | +18.2% | +23.7% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling