+598.5%
CEG vs ESTC
-1.8%
+600.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.5% |
| 7D | +17.8% | +5.8% | +12.1% | +17.0% |
| 30D | -4.5% | -5.6% | +1.0% | -3.8% |
| 3M | +1.5% | +15.4% | -13.9% | -1.6% |
| 6M | -3.5% | +77.8% | -81.3% | -13.2% |
| YTD | -19.7% | +18.1% | -37.8% | -23.4% |
| 1Y | -19.8% | -3.7% | -16.1% | -20.9% |
| 3Y | +136.4% | +16.9% | +119.5% | +120.0% |
| All | +598.5% | -1.8% | +600.3% | +531.8% |
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