+97.2%
CDW vs ESTC
+31.2%
+66.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.1% |
| 7D | +3.2% | -8.1% | +11.3% | +4.8% |
| 30D | +9.3% | +31.7% | -22.4% | +2.8% |
| 3M | +9.8% | +41.1% | -31.3% | +1.8% |
| 6M | +23.3% | +77.1% | -53.7% | +9.2% |
| YTD | +13.7% | +21.7% | -8.0% | +7.3% |
| 1Y | -6.5% | +8.4% | -14.9% | -10.4% |
| 3Y | -25.2% | +23.6% | -48.9% | -34.3% |
| 5Y | -19.5% | -46.5% | +27.0% | -20.8% |
| All | +97.2% | +31.2% | +66.0% | +29.7% |
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