+22.8%
CB vs ESTC
+7.3%
+15.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.0% |
| 7D | +0.5% | -8.1% | +8.6% | +0.2% |
| 30D | -3.1% | +31.7% | -34.8% | -2.1% |
| 3M | +9.0% | +41.1% | -32.1% | +10.2% |
| 6M | +2.9% | +77.1% | -74.2% | +4.9% |
| YTD | +10.1% | +21.7% | -11.6% | +10.6% |
| 1Y | +22.8% | +8.4% | +14.4% | +22.9% |
| All | +22.8% | +7.3% | +15.5% | +22.9% |
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 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