+104.2%
CB vs ESTC
-52.1%
+156.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.6% |
| 7D | +0.7% | -3.6% | +4.3% | +0.7% |
| 30D | +8.2% | -11.2% | +19.4% | +8.3% |
| 3M | +6.3% | +14.3% | -8.0% | +6.0% |
| 6M | +16.2% | +67.0% | -50.8% | +15.0% |
| YTD | +19.3% | +15.7% | +3.7% | +18.8% |
| 1Y | +29.2% | -6.3% | +35.5% | +29.2% |
| 3Y | +71.4% | +14.5% | +56.9% | +68.8% |
| 5Y | +104.2% | -49.9% | +154.1% | +92.3% |
| All | +104.2% | -52.1% | +156.3% | +92.3% |
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