+271.2%
CVE vs ESTC
+31.2%
+240.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.5% |
| 7D | +2.5% | -8.1% | +10.6% | +3.9% |
| 30D | +16.7% | +31.7% | -15.0% | +10.2% |
| 3M | +9.3% | +41.1% | -31.8% | +1.5% |
| 6M | +43.6% | +77.1% | -33.5% | +26.7% |
| YTD | +93.6% | +21.7% | +71.9% | +82.0% |
| 1Y | +98.8% | +8.4% | +90.4% | +89.7% |
| 3Y | +73.6% | +23.6% | +50.0% | +51.0% |
| 5Y | +312.5% | -46.5% | +358.9% | +314.8% |
| All | +271.2% | +31.2% | +240.1% | +122.7% |
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