+189.0%
CDE vs ESTC
-47.6%
+236.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -9.2% | +6.1% | -0.9% |
| 30D | +9.5% | +8.1% | +1.4% | +6.2% |
| 3M | +25.5% | +38.5% | -13.0% | +14.3% |
| 6M | -7.9% | +57.8% | -65.7% | -19.4% |
| YTD | +15.6% | +10.5% | +5.0% | +9.8% |
| 1Y | +34.0% | -6.4% | +40.4% | +31.6% |
| 3Y | +791.9% | +4.7% | +787.3% | +691.0% |
| All | +189.0% | -47.6% | +236.5% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling