+127.5%
CP vs ESTC
+24.6%
+102.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | +2.8% | -3.6% | +6.4% | +3.2% |
| 30D | +11.0% | -11.2% | +22.2% | +12.5% |
| 3M | +3.8% | +14.3% | -10.5% | +1.3% |
| 6M | +9.5% | +67.0% | -57.5% | +1.0% |
| YTD | +28.2% | +15.7% | +12.5% | +23.3% |
| 1Y | +33.0% | -6.3% | +39.2% | +31.4% |
| 3Y | +35.5% | +14.5% | +21.0% | +24.1% |
| 5Y | +25.8% | -49.9% | +75.7% | +26.3% |
| All | +127.5% | +24.6% | +102.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling