-5.6%
CAG vs ESTC
+1.6%
-7.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.8% | +5.9% |
| 7D | +9.7% | -15.9% | +25.6% | +9.1% |
| 30D | +15.8% | -5.5% | +21.3% | +15.5% |
| 3M | +1.8% | +26.2% | -24.4% | +2.2% |
| 6M | +11.5% | +77.0% | -65.5% | +14.4% |
| YTD | -6.7% | +18.9% | -25.6% | -5.8% |
| 1Y | -5.6% | +1.3% | -6.9% | -5.4% |
| All | -5.6% | +1.6% | -7.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling