+146.2%
CVE vs ESTC
-51.6%
+197.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -2.1% |
| 7D | -14.1% | -18.5% | +4.4% | -12.2% |
| 30D | -11.6% | -11.0% | -0.6% | -10.6% |
| 3M | 0.0% | +20.8% | -20.7% | -2.6% |
| 6M | -8.4% | +67.9% | -76.3% | -14.5% |
| YTD | +65.9% | +11.6% | +54.3% | +61.3% |
| 1Y | +69.4% | -3.3% | +72.7% | +67.3% |
| 3Y | +55.9% | +16.4% | +39.5% | +45.9% |
| 5Y | +146.2% | -49.9% | +196.0% | +130.2% |
| All | +146.2% | -51.6% | +197.8% | +130.2% |
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