+596.3%
CDE vs ESTC
+14.8%
+581.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -9.6% | +2.4% | -12.0% | -10.0% |
| 30D | -6.7% | -4.2% | -2.4% | -6.1% |
| 3M | -24.2% | +2.5% | -26.7% | -25.1% |
| 6M | -29.1% | +81.5% | -110.6% | -37.2% |
| YTD | -21.5% | +16.8% | -38.4% | -24.8% |
| 1Y | -7.4% | -3.5% | -3.9% | -8.1% |
| 3Y | +596.3% | +17.7% | +578.6% | +570.8% |
| All | +596.3% | +14.8% | +581.5% | +570.8% |
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 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