-22.2%
CDW vs ESTC
+18.0%
-40.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | +2.1% | -11.5% | +13.6% | +4.2% |
| 30D | +14.7% | -7.5% | +22.3% | +16.2% |
| 3M | +11.1% | +23.1% | -11.9% | +6.7% |
| 6M | +45.6% | +75.3% | -29.7% | +32.6% |
| YTD | +17.1% | +14.1% | +3.0% | +12.0% |
| 1Y | +13.2% | -0.6% | +13.7% | +9.9% |
| 3Y | -22.2% | +20.8% | -43.0% | -25.6% |
| All | -22.2% | +18.0% | -40.2% | -25.6% |
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 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