+227.1%
CVE vs ESTC
+28.1%
+199.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.8% | -7.5% |
| 7D | -12.1% | -15.9% | +3.8% | -9.4% |
| 30D | -9.8% | -5.5% | -4.3% | -9.0% |
| 3M | -0.7% | +26.2% | -26.9% | -5.8% |
| 6M | -4.3% | +77.0% | -81.3% | -15.5% |
| YTD | +70.6% | +18.9% | +51.7% | +60.5% |
| 1Y | +73.2% | +1.3% | +71.9% | +67.6% |
| 3Y | +60.3% | +24.0% | +36.3% | +39.2% |
| 5Y | +159.3% | -47.7% | +207.0% | +161.8% |
| All | +227.1% | +28.1% | +199.0% | +96.4% |
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