+58.2%
CAPR vs ESTC
+7.3%
+51.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.8% |
| 7D | -2.0% | -8.1% | +6.1% | +0.5% |
| 30D | +139.2% | +31.7% | +107.5% | +106.4% |
| 3M | -66.4% | +41.1% | -107.4% | -73.0% |
| 6M | -63.1% | +77.1% | -140.2% | -76.6% |
| YTD | -67.4% | +21.7% | -89.1% | -67.4% |
| 1Y | +58.2% | +8.4% | +49.9% | +53.5% |
| All | +58.2% | +7.3% | +51.0% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling