-31.6%
CPB vs ESTC
-48.9%
+17.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.2% |
| 7D | +8.0% | -11.5% | +19.5% | +7.8% |
| 30D | +22.4% | -7.5% | +29.9% | +22.2% |
| 3M | +2.5% | +23.1% | -20.5% | +2.9% |
| 6M | +12.2% | +75.3% | -63.1% | +13.4% |
| YTD | -12.8% | +14.1% | -26.9% | -12.7% |
| 1Y | -19.2% | -0.6% | -18.6% | -19.3% |
| 3Y | -35.6% | +20.8% | -56.4% | -35.1% |
| All | -31.6% | -48.9% | +17.4% | -32.7% |
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