+63.6%
CVS vs ESTC
+11.7%
+51.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.7% |
| 7D | -1.6% | -4.3% | +2.7% | -1.6% |
| 30D | +0.4% | +17.7% | -17.3% | +0.4% |
| 3M | -0.4% | +42.3% | -42.7% | -0.3% |
| 6M | +25.1% | +64.6% | -39.4% | +25.4% |
| YTD | +23.9% | +17.2% | +6.7% | +25.1% |
| 1Y | +41.1% | -4.2% | +45.3% | +43.3% |
| 3Y | +63.6% | +13.5% | +50.1% | +64.0% |
| All | +63.6% | +11.7% | +51.9% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling