+240.0%
CBOE vs ESTC
+31.2%
+208.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.2% |
| 7D | -3.6% | -8.1% | +4.5% | -3.3% |
| 30D | +5.1% | +31.7% | -26.6% | +3.6% |
| 3M | +4.6% | +41.1% | -36.4% | +2.7% |
| 6M | -0.3% | +77.1% | -77.3% | -3.3% |
| YTD | +19.8% | +21.7% | -1.9% | +17.9% |
| 1Y | +28.4% | +8.4% | +20.0% | +26.9% |
| 3Y | +104.1% | +23.6% | +80.5% | +94.3% |
| 5Y | +150.9% | -46.5% | +197.4% | +147.5% |
| All | +240.0% | +31.2% | +208.9% | +184.9% |
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 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