+73.2%
CVE vs ESTC
+25.2%
+48.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | +2.5% | -8.1% | +10.6% | +3.2% |
| 30D | +16.7% | +31.7% | -15.0% | +13.3% |
| 3M | +9.3% | +41.1% | -31.8% | +5.2% |
| 6M | +43.6% | +77.1% | -33.5% | +34.6% |
| YTD | +93.6% | +21.7% | +71.9% | +88.1% |
| 1Y | +98.8% | +8.4% | +90.4% | +95.1% |
| All | +73.2% | +25.2% | +48.0% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling