+215.1%
CB vs ESTC
+27.2%
+187.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | 0.0% | +5.8% | -5.7% | -0.3% |
| 30D | +7.4% | -5.6% | +13.0% | +7.6% |
| 3M | +8.6% | +15.4% | -6.8% | +7.5% |
| 6M | +16.1% | +77.8% | -61.7% | +12.0% |
| YTD | +20.2% | +18.1% | +2.1% | +18.2% |
| 1Y | +27.2% | -3.7% | +30.9% | +26.5% |
| 3Y | +72.7% | +16.9% | +55.8% | +65.3% |
| 5Y | +105.9% | -51.2% | +157.2% | +109.3% |
| All | +215.1% | +27.2% | +187.9% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling