-15.9%
CAPR vs ESTC
+23.0%
-38.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.4% | +3.9% |
| 7D | +41.1% | -11.5% | +52.6% | +46.4% |
| 30D | +11.1% | -7.5% | +18.7% | +13.3% |
| 3M | +115.3% | +23.1% | +92.3% | +94.2% |
| 6M | -73.8% | +75.3% | -149.1% | -80.3% |
| YTD | -68.8% | +14.1% | -82.9% | -73.0% |
| 1Y | +43.3% | -0.6% | +43.9% | +30.3% |
| 3Y | +214.7% | +20.8% | +193.9% | +133.5% |
| 5Y | +141.3% | -48.8% | +190.0% | +130.2% |
| All | -15.9% | +23.0% | -38.9% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling