+125.6%
CVX vs ESTC
-48.9%
+174.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -9.7% | -11.5% | +1.8% | -9.2% |
| 30D | +3.6% | -7.5% | +11.2% | +4.0% |
| 3M | +13.3% | +23.1% | -9.7% | +11.7% |
| 6M | +16.9% | +75.3% | -58.4% | +12.8% |
| YTD | +43.4% | +14.1% | +29.3% | +41.3% |
| 1Y | +44.5% | -0.6% | +45.1% | +43.5% |
| 3Y | +64.0% | +20.8% | +43.2% | +57.8% |
| All | +125.6% | -48.9% | +174.5% | +113.1% |
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