+4.9%
CAPR vs ESTC
+24.7%
-19.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.1% | +26.4% | +26.5% |
| 7D | +25.8% | -2.6% | +28.4% | +27.2% |
| 30D | +50.2% | -8.6% | +58.8% | +54.1% |
| 3M | +185.5% | +14.4% | +171.1% | +165.4% |
| 6M | -64.8% | +73.3% | -138.1% | -73.2% |
| YTD | -61.1% | +15.7% | -76.9% | -66.4% |
| 1Y | +81.0% | -7.6% | +88.5% | +69.2% |
| 3Y | +300.7% | +14.6% | +286.1% | +204.9% |
| 5Y | +223.3% | -50.0% | +273.4% | +215.9% |
| All | +4.9% | +24.7% | -19.9% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling