+582.9%
CEG vs ESTC
-0.5%
+583.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.9% | +5.6% | +9.7% |
| 7D | +7.3% | -1.2% | +8.5% | +7.5% |
| 30D | -7.4% | -8.1% | +0.7% | -6.3% |
| 3M | +2.5% | +20.2% | -17.7% | -1.3% |
| 6M | -8.8% | +72.7% | -81.5% | -17.5% |
| YTD | -21.5% | +19.6% | -41.1% | -25.3% |
| 1Y | -22.5% | +0.3% | -22.8% | -24.2% |
| 3Y | +133.3% | +22.8% | +110.5% | +115.5% |
| All | +582.9% | -0.5% | +583.4% | +516.4% |
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 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