+101.0%
CB vs ESTC
-46.4%
+147.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.8% |
| 7D | +0.5% | -8.1% | +8.6% | +0.6% |
| 30D | -3.1% | +31.7% | -34.8% | -3.6% |
| 3M | +9.0% | +41.1% | -32.1% | +8.2% |
| 6M | +2.9% | +77.1% | -74.2% | +1.6% |
| YTD | +10.1% | +21.7% | -11.6% | +9.6% |
| 1Y | +22.8% | +8.4% | +14.4% | +22.4% |
| 3Y | +73.8% | +23.6% | +50.2% | +70.5% |
| All | +101.0% | -46.4% | +147.4% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling