+134.9%
CVX vs ESTC
+31.2%
+103.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.8% |
| 7D | +3.3% | -8.1% | +11.4% | +4.1% |
| 30D | +12.9% | +31.7% | -18.8% | +9.4% |
| 3M | +11.7% | +41.1% | -29.3% | +7.4% |
| 6M | +14.1% | +77.1% | -62.9% | +6.7% |
| YTD | +40.7% | +21.7% | +19.0% | +36.2% |
| 1Y | +37.5% | +8.4% | +29.1% | +34.2% |
| 3Y | +43.9% | +23.6% | +20.3% | +33.0% |
| 5Y | +161.5% | -46.5% | +207.9% | +162.6% |
| All | +134.9% | +31.2% | +103.8% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling