-63.1%
CAPR vs ESTC
+74.7%
-137.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +0.3% |
| 7D | -2.0% | -8.1% | +6.1% | -3.4% |
| 30D | +139.2% | +31.7% | +107.5% | +153.2% |
| 3M | -66.4% | +41.1% | -107.4% | -61.4% |
| 6M | -63.1% | +77.1% | -140.2% | -59.7% |
| All | -63.1% | +74.7% | -137.9% | -59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling