+24.4%
CP vs ESTC
-48.9%
+73.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | +2.8% | -11.5% | +14.3% | +3.8% |
| 30D | +10.2% | -7.5% | +17.8% | +10.8% |
| 3M | +2.4% | +23.1% | -20.7% | 0.0% |
| 6M | +7.7% | +75.3% | -67.6% | +1.4% |
| YTD | +26.0% | +14.1% | +11.9% | +23.1% |
| 1Y | +34.6% | -0.6% | +35.2% | +33.2% |
| 3Y | +26.7% | +20.8% | +5.9% | +18.8% |
| All | +24.4% | -48.9% | +73.3% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling