-39.3%
CPB vs ESTC
-46.4%
+7.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.5% |
| 7D | -8.6% | -8.1% | -0.5% | -8.7% |
| 30D | -7.2% | +31.7% | -38.9% | -6.8% |
| 3M | +0.9% | +41.1% | -40.2% | +1.5% |
| 6M | -11.8% | +77.1% | -88.9% | -10.8% |
| YTD | -19.4% | +21.7% | -41.1% | -19.2% |
| 1Y | -30.4% | +8.4% | -38.8% | -30.3% |
| 3Y | -40.2% | +23.6% | -63.8% | -39.6% |
| All | -39.3% | -46.4% | +7.1% | -40.6% |
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 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