+163.4%
CF vs ESTC
+28.9%
+134.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +6.9% | -8.1% | +15.1% | +7.7% |
| 3M | +4.8% | +20.2% | -15.3% | +1.7% |
| 6M | +4.7% | +72.7% | -68.1% | -3.6% |
| YTD | +56.5% | +19.6% | +36.8% | +50.0% |
| 1Y | +48.4% | +0.3% | +48.2% | +45.3% |
| 3Y | +59.1% | +22.8% | +36.3% | +43.6% |
| 5Y | +109.5% | -50.9% | +160.4% | +115.2% |
| All | +163.4% | +28.9% | +134.5% | +64.0% |
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