+5.6%
CDE vs ESTC
+1.6%
+4.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.8% |
| 7D | +1.1% | -15.9% | +17.0% | +3.2% |
| 30D | -14.5% | -5.5% | -9.0% | -13.9% |
| 3M | -10.1% | +26.2% | -36.3% | -13.1% |
| 6M | -16.9% | +77.0% | -93.9% | -22.6% |
| YTD | -18.1% | +18.9% | -37.0% | -16.9% |
| 1Y | +5.6% | +1.3% | +4.3% | +9.5% |
| All | +5.6% | +1.6% | +4.1% | +9.5% |
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