+55.4%
CI vs ESTC
+20.3%
+35.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -0.8% |
| 7D | +1.0% | -18.5% | +19.5% | +2.6% |
| 30D | +9.9% | -11.0% | +20.9% | +10.7% |
| 3M | +12.1% | +20.8% | -8.7% | +9.9% |
| 6M | +10.6% | +67.9% | -57.3% | +5.3% |
| YTD | +11.4% | +11.6% | -0.2% | +9.2% |
| 1Y | +18.8% | -3.3% | +22.0% | +17.6% |
| 3Y | +2.9% | +16.4% | -13.6% | -3.8% |
| 5Y | +54.5% | -49.9% | +104.4% | +56.9% |
| All | +55.4% | +20.3% | +35.1% | +8.2% |
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