+43.0%
CVS vs ESTC
+20.1%
+22.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.7% |
| 30D | -0.3% | -8.1% | +7.8% | -0.4% |
| 3M | -10.3% | +20.2% | -30.5% | -10.2% |
| 6M | -4.6% | +72.7% | -77.3% | -4.4% |
| YTD | +10.7% | +19.6% | -8.9% | +11.9% |
| 1Y | +11.2% | +0.3% | +11.0% | +13.1% |
| 3Y | +43.0% | +22.8% | +20.2% | +43.5% |
| All | +43.0% | +20.1% | +22.9% | +43.5% |
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 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