+146.6%
CF vs ESTC
+28.1%
+118.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -6.9% | -15.9% | +9.0% | -5.1% |
| 30D | -3.7% | -5.5% | +1.8% | -3.3% |
| 3M | -5.0% | +26.2% | -31.2% | -8.3% |
| 6M | -10.5% | +77.0% | -87.5% | -17.8% |
| YTD | +46.5% | +18.9% | +27.6% | +40.7% |
| 1Y | +34.8% | +1.3% | +33.5% | +31.9% |
| 3Y | +46.7% | +24.0% | +22.7% | +32.1% |
| 5Y | +112.0% | -47.7% | +159.7% | +114.3% |
| All | +146.6% | +28.1% | +118.5% | +53.8% |
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