+579.5%
CEG vs ESTC
-3.7%
+583.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +11.8% | -2.6% | +14.4% | +12.3% |
| 30D | -6.5% | -8.6% | +2.1% | -5.4% |
| 3M | -1.2% | +14.4% | -15.5% | -4.0% |
| 6M | -8.0% | +73.3% | -81.3% | -17.0% |
| YTD | -21.9% | +15.7% | -37.6% | -25.3% |
| 1Y | -21.4% | -7.6% | -13.9% | -22.1% |
| 3Y | +130.0% | +14.6% | +115.4% | +114.7% |
| All | +579.5% | -3.7% | +583.2% | +516.5% |
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