-6.3%
CI vs ESTC
+0.7%
-7.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.9% |
| 7D | -2.0% | -4.3% | +2.3% | -2.1% |
| 30D | -1.8% | +17.7% | -19.5% | -1.0% |
| 3M | -4.2% | +42.3% | -46.5% | -2.4% |
| 6M | +2.7% | +64.6% | -61.9% | +5.6% |
| YTD | +1.9% | +17.2% | -15.3% | +2.5% |
| 1Y | -6.3% | -4.2% | -2.0% | -7.1% |
| All | -6.3% | +0.7% | -7.0% | -7.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling