-22.9%
CPB vs ESTC
+31.2%
-54.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.4% |
| 7D | -8.6% | -8.1% | -0.5% | -8.6% |
| 30D | -7.2% | +31.7% | -38.9% | -7.1% |
| 3M | +0.9% | +41.1% | -40.2% | +1.0% |
| 6M | -11.8% | +77.1% | -88.9% | -11.5% |
| YTD | -19.4% | +21.7% | -41.1% | -19.4% |
| 1Y | -30.4% | +8.4% | -38.8% | -30.4% |
| 3Y | -40.2% | +23.6% | -63.8% | -40.2% |
| 5Y | -39.5% | -46.5% | +7.0% | -39.0% |
| All | -22.9% | +31.2% | -54.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling