+518.2%
CEG vs ESTC
-5.1%
+523.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.0% |
| 7D | -4.7% | -11.5% | +6.8% | -3.1% |
| 30D | -16.6% | -7.5% | -9.0% | -15.8% |
| 3M | -4.1% | +23.1% | -27.2% | -8.0% |
| 6M | -22.3% | +75.3% | -97.6% | -30.1% |
| YTD | -28.9% | +14.1% | -43.0% | -31.9% |
| 1Y | -28.5% | -0.6% | -27.9% | -30.0% |
| 3Y | +104.3% | +20.8% | +83.5% | +88.8% |
| All | +518.2% | -5.1% | +523.3% | +461.7% |
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