-41.3%
CAG vs ESTC
-47.2%
+6.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.5% |
| 7D | -5.3% | -4.3% | -1.0% | -5.3% |
| 30D | +1.0% | +17.7% | -16.7% | +1.4% |
| 3M | +17.4% | +42.3% | -24.9% | +18.4% |
| 6M | -16.8% | +64.6% | -81.4% | -15.6% |
| YTD | -6.8% | +17.2% | -24.0% | -6.1% |
| 1Y | -15.4% | -4.2% | -11.2% | -15.1% |
| 3Y | -37.1% | +13.5% | -50.6% | -36.5% |
| 5Y | -41.3% | -45.5% | +4.3% | -42.4% |
| All | -41.3% | -47.2% | +6.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling