+17.8%
CP vs ESTC
+25.2%
-7.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.6% |
| 7D | -2.7% | -8.1% | +5.4% | -2.2% |
| 30D | +0.2% | +31.7% | -31.5% | -1.8% |
| 3M | +2.6% | +41.1% | -38.5% | 0.0% |
| 6M | +6.0% | +77.1% | -71.1% | +1.4% |
| YTD | +24.9% | +21.7% | +3.2% | +23.0% |
| 1Y | +20.1% | +8.4% | +11.7% | +19.1% |
| All | +17.8% | +25.2% | -7.3% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling