+81.0%
CAPR vs ESTC
-5.7%
+86.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.1% | +26.4% | +26.5% |
| 7D | +25.8% | -2.6% | +28.4% | +27.3% |
| 30D | +50.2% | -8.6% | +58.8% | +54.1% |
| 3M | +185.5% | +14.4% | +171.1% | +156.6% |
| 6M | -64.8% | +73.3% | -138.1% | -79.6% |
| YTD | -61.1% | +15.7% | -76.9% | -55.6% |
| 1Y | +81.0% | -7.6% | +88.5% | +426.5% |
| All | +81.0% | -5.7% | +86.7% | +426.5% |
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