+135.5%
CVE vs ESTC
-48.9%
+184.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -16.1% | -11.5% | -4.6% | -15.0% |
| 30D | -10.4% | -7.5% | -2.8% | -9.7% |
| 3M | -2.4% | +23.1% | -25.4% | -5.2% |
| 6M | -4.4% | +75.3% | -79.7% | -11.2% |
| YTD | +64.9% | +14.1% | +50.8% | +60.0% |
| 1Y | +66.0% | -0.6% | +66.6% | +63.5% |
| 3Y | +57.7% | +20.8% | +36.8% | +47.0% |
| All | +135.5% | -48.9% | +184.5% | +121.8% |
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 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