+175.9%
CF vs ESTC
+27.2%
+148.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | +5.4% | +5.8% | -0.4% | +4.7% |
| 30D | +6.5% | -5.6% | +12.1% | +7.0% |
| 3M | +4.6% | +15.4% | -10.8% | +2.0% |
| 6M | -3.3% | +77.8% | -81.1% | -11.3% |
| YTD | +63.9% | +18.1% | +45.8% | +57.3% |
| 1Y | +50.4% | -3.7% | +54.1% | +48.0% |
| 3Y | +68.2% | +16.9% | +51.4% | +52.9% |
| 5Y | +113.8% | -51.2% | +165.1% | +119.8% |
| All | +175.9% | +27.2% | +148.6% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling