+188.7%
CB vs ESTC
+31.2%
+157.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +0.5% | -8.1% | +8.6% | +0.9% |
| 30D | -3.1% | +31.7% | -34.8% | -4.7% |
| 3M | +9.0% | +41.1% | -32.1% | +6.7% |
| 6M | +2.9% | +77.1% | -74.2% | -0.8% |
| YTD | +10.1% | +21.7% | -11.6% | +8.3% |
| 1Y | +22.8% | +8.4% | +14.4% | +21.3% |
| 3Y | +73.8% | +23.6% | +50.2% | +65.7% |
| 5Y | +99.2% | -46.5% | +145.6% | +100.5% |
| All | +188.7% | +31.2% | +157.5% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling