+34.6%
CP vs ESTC
+1.6%
+33.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | +5.6% | -15.9% | +21.4% | +5.5% |
| 30D | +10.0% | -5.5% | +15.5% | +9.9% |
| 3M | +4.4% | +26.2% | -21.8% | +5.1% |
| 6M | +14.1% | +77.0% | -63.0% | +16.5% |
| YTD | +29.1% | +18.9% | +10.2% | +31.0% |
| 1Y | +34.6% | +1.3% | +33.3% | +37.2% |
| All | +34.6% | +1.6% | +33.0% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling