+27.2%
CB vs ESTC
+0.3%
+26.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +6.5% | -8.1% | +14.6% | +6.3% |
| 3M | +4.1% | +20.2% | -16.1% | +4.8% |
| 6M | +14.4% | +72.7% | -58.3% | +16.5% |
| YTD | +17.5% | +19.6% | -2.1% | +17.8% |
| All | +27.2% | +0.3% | +26.9% | +26.9% |
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