-36.5%
CAG vs ESTC
+23.7%
-60.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -6.6% | -3.3% | -3.3% | -6.6% |
| 30D | +2.3% | +13.4% | -11.1% | +2.3% |
| 3M | +16.3% | +41.3% | -25.0% | +16.4% |
| 6M | -16.0% | +62.6% | -78.6% | -15.9% |
| YTD | -7.7% | +14.8% | -22.5% | -7.6% |
| 1Y | -16.0% | -5.1% | -11.0% | -15.9% |
| 3Y | -37.7% | +11.2% | -48.9% | -38.0% |
| 5Y | -41.2% | -47.0% | +5.8% | -40.6% |
| All | -36.5% | +23.7% | -60.2% | -41.7% |
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 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