+216.8%
CAPR vs ESTC
+19.0%
+197.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.3% | -6.6% | -9.2% |
| 7D | +7.6% | -3.6% | +11.2% | +8.6% |
| 30D | +13.3% | -11.2% | +24.5% | +15.9% |
| 3M | +130.4% | +14.3% | +116.1% | +119.3% |
| 6M | -70.8% | +67.0% | -137.8% | -75.9% |
| YTD | -69.3% | +15.7% | -84.9% | -71.9% |
| 1Y | +59.5% | -6.3% | +65.8% | +50.4% |
| 3Y | +216.8% | +14.5% | +202.3% | +193.2% |
| All | +216.8% | +19.0% | +197.7% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling