+22.4%
ESTC vs COO
-23.4%
+45.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.0% |
| 7D | -8.1% | -2.2% | -5.9% | -7.4% |
| 30D | +31.7% | -7.0% | +38.7% | +34.8% |
| 3M | +41.1% | +12.2% | +28.8% | +35.5% |
| 6M | +77.1% | -15.1% | +92.2% | +87.0% |
| YTD | +21.7% | -15.1% | +36.8% | +28.7% |
| 1Y | +8.4% | +2.3% | +6.0% | +6.8% |
| All | +22.4% | -23.4% | +45.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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