+136.8%
CFG vs ESTC
+28.9%
+107.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +2.1% |
| 7D | +0.3% | -1.2% | +1.4% | +0.4% |
| 30D | +3.2% | -8.1% | +11.3% | +4.5% |
| 3M | -9.7% | +20.2% | -29.9% | -13.4% |
| 6M | +3.6% | +72.7% | -69.1% | -7.4% |
| YTD | +14.7% | +19.6% | -5.0% | +8.4% |
| 1Y | +29.6% | +0.3% | +29.3% | +26.0% |
| 3Y | +190.6% | +22.8% | +167.8% | +159.3% |
| 5Y | +67.1% | -50.9% | +117.9% | +66.9% |
| All | +136.8% | +28.9% | +107.8% | +57.2% |
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 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