+128.1%
CP vs ESTC
+28.9%
+99.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.4% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +11.3% | -8.1% | +19.4% | +12.3% |
| 3M | +2.9% | +20.2% | -17.3% | -0.3% |
| 6M | +9.8% | +72.7% | -63.0% | +0.9% |
| YTD | +28.5% | +19.6% | +8.9% | +23.1% |
| 1Y | +33.5% | +0.3% | +33.2% | +30.7% |
| 3Y | +31.9% | +22.8% | +9.1% | +19.5% |
| 5Y | +25.5% | -50.9% | +76.4% | +26.8% |
| All | +128.1% | +28.9% | +99.1% | +58.5% |
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