+209.4%
CB vs ESTC
+23.0%
+186.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +0.2% | -11.5% | +11.8% | +0.8% |
| 30D | +9.1% | -7.5% | +16.6% | +9.4% |
| 3M | +3.4% | +23.1% | -19.6% | +2.0% |
| 6M | +14.1% | +75.3% | -61.2% | +10.1% |
| YTD | +18.0% | +14.1% | +3.9% | +16.3% |
| 1Y | +30.1% | -0.6% | +30.7% | +29.1% |
| 3Y | +71.8% | +20.8% | +51.0% | +63.8% |
| 5Y | +101.8% | -48.8% | +150.6% | +103.3% |
| All | +209.4% | +23.0% | +186.4% | +142.5% |
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