+61.5%
CF vs ESTC
+18.0%
+43.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | -3.2% | -11.5% | +8.3% | -2.9% |
| 30D | +4.3% | -7.5% | +11.9% | +4.4% |
| 3M | +2.8% | +23.1% | -20.3% | +1.9% |
| 6M | +0.6% | +75.3% | -74.7% | -1.9% |
| YTD | +56.6% | +14.1% | +42.5% | +55.4% |
| 1Y | +49.6% | -0.6% | +50.2% | +49.5% |
| 3Y | +61.5% | +20.8% | +40.7% | +57.1% |
| All | +61.5% | +18.0% | +43.5% | +57.1% |
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