+276.7%
CDE vs ESTC
+19.1%
+257.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -9.2% | +6.1% | -1.1% |
| 30D | +9.5% | +8.1% | +1.4% | +6.5% |
| 3M | +25.5% | +38.5% | -13.0% | +15.2% |
| 6M | -7.9% | +57.8% | -65.7% | -18.5% |
| YTD | +15.6% | +10.5% | +5.0% | +10.2% |
| 1Y | +34.0% | -6.4% | +40.4% | +31.5% |
| 3Y | +791.9% | +4.7% | +787.3% | +705.6% |
| 5Y | +197.7% | -47.8% | +245.5% | +188.2% |
| All | +276.7% | +19.1% | +257.5% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling