+104.9%
CDW vs ESTC
+20.3%
+84.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.1% | 0.0% | -4.9% |
| 7D | -4.1% | -18.5% | +14.4% | -0.2% |
| 30D | +16.7% | -11.0% | +27.7% | +19.4% |
| 3M | +13.6% | +20.8% | -7.2% | +8.6% |
| 6M | +17.0% | +67.9% | -50.9% | +5.0% |
| YTD | +18.1% | +11.6% | +6.5% | +13.3% |
| 1Y | +10.5% | -3.3% | +13.7% | +8.3% |
| 3Y | -20.9% | +16.4% | -37.3% | -29.6% |
| 5Y | -9.3% | -49.9% | +40.6% | -9.7% |
| All | +104.9% | +20.3% | +84.6% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling