+73.0%
CF vs ESTC
+25.2%
+47.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -3.1% |
| 7D | +6.0% | -8.1% | +14.1% | +6.2% |
| 30D | +14.8% | +31.7% | -16.8% | +13.8% |
| 3M | +14.1% | +41.1% | -27.0% | +12.8% |
| 6M | +28.5% | +77.1% | -48.5% | +25.6% |
| YTD | +74.9% | +21.7% | +53.2% | +73.6% |
| 1Y | +61.7% | +8.4% | +53.3% | +61.2% |
| All | +73.0% | +25.2% | +47.8% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling