+26.8%
CP vs ESTC
-51.0%
+77.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -2.6% | +2.0% | -0.5% |
| 30D | +9.6% | -8.6% | +18.2% | +10.3% |
| 3M | +2.2% | +14.4% | -12.1% | +0.5% |
| 6M | +11.1% | +73.3% | -62.2% | +4.8% |
| YTD | +28.2% | +15.7% | +12.4% | +25.1% |
| 1Y | +32.2% | -7.6% | +39.7% | +31.8% |
| 3Y | +35.5% | +14.6% | +20.9% | +27.9% |
| 5Y | +26.8% | -50.0% | +76.8% | +16.3% |
| All | +26.8% | -51.0% | +77.8% | +16.3% |
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