+208.1%
CB vs ESTC
+28.9%
+179.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.7% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +6.5% | -8.1% | +14.6% | +6.9% |
| 3M | +4.1% | +20.2% | -16.1% | +2.7% |
| 6M | +14.4% | +72.7% | -58.3% | +10.5% |
| YTD | +17.5% | +19.6% | -2.1% | +15.5% |
| 1Y | +27.5% | +0.3% | +27.3% | +26.5% |
| 3Y | +71.6% | +22.8% | +48.8% | +63.7% |
| 5Y | +100.6% | -50.9% | +151.5% | +103.9% |
| All | +208.1% | +28.9% | +179.1% | +140.9% |
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 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