+56.8%
CVS vs ESTC
+23.7%
+33.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.9% | -3.3% | +1.4% | -1.8% |
| 30D | -0.3% | +13.4% | -13.7% | -1.0% |
| 3M | -1.1% | +41.3% | -42.5% | -2.9% |
| 6M | +23.7% | +62.6% | -38.9% | +20.3% |
| YTD | +23.0% | +14.8% | +8.2% | +21.7% |
| 1Y | +37.2% | -5.1% | +42.2% | +37.0% |
| 3Y | +62.4% | +11.2% | +51.3% | +57.1% |
| 5Y | +31.8% | -47.0% | +78.8% | +31.6% |
| All | +56.8% | +23.7% | +33.1% | +26.2% |
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 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