+98.8%
CVE vs ESTC
+7.3%
+91.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.3% |
| 7D | +2.5% | -8.1% | +10.6% | +2.5% |
| 30D | +16.7% | +31.7% | -15.0% | +16.8% |
| 3M | +9.3% | +41.1% | -31.8% | +9.4% |
| 6M | +43.6% | +77.1% | -33.5% | +44.0% |
| YTD | +93.6% | +21.7% | +71.9% | +90.5% |
| 1Y | +98.8% | +8.4% | +90.4% | +98.8% |
| All | +98.8% | +7.3% | +91.5% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling