+59.0%
CVS vs ESTC
+31.2%
+27.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.3% |
| 7D | +4.0% | -8.1% | +12.1% | +4.3% |
| 30D | -2.4% | +31.7% | -34.1% | -3.8% |
| 3M | +2.7% | +41.1% | -38.4% | +0.8% |
| 6M | +21.9% | +77.1% | -55.2% | +18.0% |
| YTD | +24.7% | +21.7% | +3.1% | +23.1% |
| 1Y | +35.4% | +8.4% | +27.1% | +34.3% |
| 3Y | +65.2% | +23.6% | +41.6% | +58.7% |
| 5Y | +30.5% | -46.5% | +77.0% | +30.7% |
| All | +59.0% | +31.2% | +27.8% | +27.7% |
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