+639.5%
CEG vs ESTC
+1.2%
+638.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.4% | +5.5% |
| 7D | +8.0% | -8.1% | +16.1% | +9.2% |
| 30D | +12.9% | +31.7% | -18.7% | +7.5% |
| 3M | +13.2% | +41.1% | -27.9% | +6.3% |
| 6M | -7.0% | +77.1% | -84.1% | -16.4% |
| YTD | -15.0% | +21.7% | -36.7% | -19.2% |
| 1Y | -2.7% | +8.4% | -11.1% | -6.1% |
| 3Y | +184.1% | +23.6% | +160.4% | +162.1% |
| All | +639.5% | +1.2% | +638.2% | +567.2% |
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