+810.1%
CDE vs ESTC
+11.0%
+799.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.0% | -3.3% | +1.4% | -1.4% |
| 30D | +15.7% | +13.4% | +2.3% | +12.1% |
| 3M | +30.5% | +41.3% | -10.8% | +21.0% |
| 6M | -7.4% | +62.6% | -70.0% | -16.8% |
| YTD | +17.9% | +14.8% | +3.1% | +13.3% |
| 1Y | +46.7% | -5.1% | +51.8% | +45.6% |
| All | +810.1% | +11.0% | +799.1% | +756.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling