+47.2%
CAPR vs ESTC
+1.6%
+45.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.1% | +8.5% |
| 7D | +43.2% | -15.9% | +59.0% | +51.4% |
| 30D | +14.7% | -5.5% | +20.2% | +15.8% |
| 3M | +113.9% | +26.2% | +87.7% | +83.1% |
| 6M | -73.4% | +77.0% | -150.4% | -84.3% |
| YTD | -69.1% | +18.9% | -88.0% | -66.0% |
| 1Y | +47.2% | +1.3% | +45.9% | +172.3% |
| All | +47.2% | +1.6% | +45.6% | +172.3% |
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