+51.4%
CI vs ESTC
+23.0%
+28.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.8% |
| 7D | -1.6% | -11.5% | +10.0% | -0.7% |
| 30D | +5.4% | -7.5% | +13.0% | +5.9% |
| 3M | +7.3% | +23.1% | -15.8% | +5.0% |
| 6M | +5.3% | +75.3% | -70.0% | -0.1% |
| YTD | +8.5% | +14.1% | -5.6% | +6.2% |
| 1Y | +17.1% | -0.6% | +17.7% | +15.7% |
| 3Y | +1.4% | +20.8% | -19.4% | -5.4% |
| 5Y | +50.5% | -48.8% | +99.2% | +52.6% |
| All | +51.4% | +23.0% | +28.4% | +5.1% |
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 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