+50.4%
CF vs ESTC
-6.1%
+56.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.5% |
| 7D | +5.4% | +5.8% | -0.4% | +5.7% |
| 30D | +6.5% | -5.6% | +12.1% | +6.3% |
| 3M | +4.6% | +15.4% | -10.8% | +5.6% |
| 6M | -3.3% | +77.8% | -81.1% | -1.3% |
| YTD | +63.9% | +18.1% | +45.8% | +64.3% |
| 1Y | +50.4% | -3.7% | +54.1% | +51.2% |
| All | +50.4% | -6.1% | +56.6% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling