-18.5%
CPB vs ESTC
+24.7%
-43.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.1% | -2.6% | -1.4% | -4.1% |
| 30D | +16.9% | -8.6% | +25.5% | +16.9% |
| 3M | -0.6% | +14.4% | -14.9% | -0.5% |
| 6M | +11.4% | +73.3% | -61.9% | +11.7% |
| YTD | -14.8% | +15.7% | -30.6% | -14.8% |
| 1Y | -24.8% | -7.6% | -17.2% | -24.9% |
| 3Y | -36.6% | +14.6% | -51.2% | -36.7% |
| 5Y | -33.3% | -50.0% | +16.7% | -32.8% |
| All | -18.5% | +24.7% | -43.3% | -19.6% |
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