+170.2%
CF vs ESTC
+24.6%
+145.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.0% |
| 7D | +4.8% | -3.6% | +8.3% | +5.1% |
| 30D | +9.7% | -11.2% | +20.9% | +10.9% |
| 3M | +1.2% | +14.3% | -13.1% | -1.2% |
| 6M | +7.4% | +67.0% | -59.6% | -0.7% |
| YTD | +60.5% | +15.7% | +44.9% | +54.4% |
| 1Y | +50.7% | -6.3% | +57.0% | +48.8% |
| 3Y | +64.8% | +14.5% | +50.3% | +50.1% |
| 5Y | +115.8% | -49.9% | +165.7% | +119.6% |
| All | +170.2% | +24.6% | +145.6% | +68.8% |
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