+47.3%
CVS vs ESTC
+24.6%
+22.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +4.6% |
| 7D | -2.6% | -3.6% | +0.9% | -2.5% |
| 30D | +4.0% | -11.2% | +15.2% | +4.5% |
| 3M | -6.3% | +14.3% | -20.6% | -7.1% |
| 6M | -0.4% | +67.0% | -67.4% | -3.3% |
| YTD | +15.6% | +15.7% | -0.1% | +14.2% |
| 1Y | +18.3% | -6.3% | +24.6% | +18.3% |
| 3Y | +47.3% | +14.5% | +32.8% | +42.1% |
| 5Y | +13.2% | -49.9% | +63.1% | +13.7% |
| All | +47.3% | +24.6% | +22.7% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling