+176.3%
CF vs ESTC
+25.9%
+150.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +4.8% | +2.4% | +2.4% | +4.5% |
| 30D | +4.7% | -4.2% | +9.0% | +5.0% |
| 3M | +7.4% | +2.5% | +5.0% | +6.3% |
| 6M | +0.6% | +81.5% | -80.9% | -7.9% |
| YTD | +64.1% | +16.8% | +47.3% | +57.7% |
| 1Y | +51.4% | -3.5% | +54.9% | +48.9% |
| 3Y | +67.8% | +17.7% | +50.1% | +52.3% |
| 5Y | +114.1% | -51.7% | +165.9% | +120.3% |
| All | +176.3% | +25.9% | +150.3% | +72.4% |
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