-17.1%
CAPR vs ESTC
+24.6%
-41.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.3% | -6.6% | -8.8% |
| 7D | +7.6% | -3.6% | +11.2% | +9.1% |
| 30D | +13.3% | -11.2% | +24.5% | +17.4% |
| 3M | +130.4% | +14.3% | +116.1% | +114.2% |
| 6M | -70.8% | +67.0% | -137.8% | -77.5% |
| YTD | -69.3% | +15.7% | -84.9% | -73.5% |
| 1Y | +59.5% | -6.3% | +65.8% | +48.5% |
| 3Y | +216.8% | +14.5% | +202.3% | +141.1% |
| 5Y | +152.7% | -49.9% | +202.6% | +146.4% |
| All | -17.1% | +24.6% | -41.7% | -60.9% |
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 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