+194.5%
CF vs ESTC
+31.2%
+163.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.7% |
| 7D | +6.0% | -8.1% | +14.1% | +7.0% |
| 30D | +14.8% | +31.7% | -16.8% | +10.5% |
| 3M | +14.1% | +41.1% | -27.0% | +8.5% |
| 6M | +28.5% | +77.1% | -48.5% | +18.1% |
| YTD | +74.9% | +21.7% | +53.2% | +67.9% |
| 1Y | +61.7% | +8.4% | +53.3% | +56.8% |
| 3Y | +80.3% | +23.6% | +56.7% | +62.6% |
| 5Y | +226.0% | -46.5% | +272.4% | +228.7% |
| All | +194.5% | +31.2% | +163.3% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling