-34.9%
CAG vs ESTC
+31.2%
-66.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.9% |
| 7D | -3.8% | -8.1% | +4.3% | -3.8% |
| 30D | +3.1% | +31.7% | -28.6% | +3.2% |
| 3M | +23.5% | +41.1% | -17.6% | +23.5% |
| 6M | -14.8% | +77.1% | -91.9% | -14.7% |
| YTD | -5.4% | +21.7% | -27.1% | -5.3% |
| 1Y | -11.8% | +8.4% | -20.2% | -11.7% |
| 3Y | -36.7% | +23.6% | -60.3% | -37.0% |
| 5Y | -40.3% | -46.5% | +6.2% | -39.5% |
| All | -34.9% | +31.2% | -66.1% | -40.3% |
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