+159.9%
CPRT vs ESTC
+31.2%
+128.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.3% |
| 7D | +2.2% | -8.1% | +10.3% | +3.9% |
| 30D | +16.6% | +31.7% | -15.0% | +9.6% |
| 3M | +9.6% | +41.1% | -31.5% | +1.3% |
| 6M | -11.1% | +77.1% | -88.2% | -22.2% |
| YTD | -13.9% | +21.7% | -35.6% | -19.1% |
| 1Y | -32.5% | +8.4% | -40.9% | -35.6% |
| 3Y | -25.0% | +23.6% | -48.6% | -35.4% |
| 5Y | -7.4% | -46.5% | +39.1% | -9.9% |
| All | +159.9% | +31.2% | +128.8% | +77.6% |
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 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