+161.9%
CF vs ESTC
+20.3%
+141.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.1% | +12.3% | +6.9% |
| 7D | +0.4% | -18.5% | +18.9% | +2.7% |
| 30D | +2.2% | -11.0% | +13.2% | +3.3% |
| 3M | +2.1% | +20.8% | -18.7% | -1.1% |
| 6M | -6.5% | +67.9% | -74.4% | -13.7% |
| YTD | +55.6% | +11.6% | +43.9% | +50.3% |
| 1Y | +42.3% | -3.3% | +45.6% | +39.8% |
| 3Y | +55.7% | +16.4% | +39.3% | +41.2% |
| 5Y | +122.4% | -49.9% | +172.3% | +125.2% |
| All | +161.9% | +20.3% | +141.6% | +64.3% |
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