+162.6%
CVX vs ESTC
-46.4%
+209.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.1% |
| 7D | +3.3% | -8.1% | +11.4% | +3.8% |
| 30D | +12.9% | +31.7% | -18.8% | +11.0% |
| 3M | +11.7% | +41.1% | -29.3% | +9.4% |
| 6M | +14.1% | +77.1% | -62.9% | +10.1% |
| YTD | +40.7% | +21.7% | +19.0% | +38.3% |
| 1Y | +37.5% | +8.4% | +29.1% | +35.9% |
| 3Y | +43.9% | +23.6% | +20.3% | +38.4% |
| All | +162.6% | -46.4% | +209.0% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling