+155.4%
CFG vs ESTC
+31.2%
+124.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.7% |
| 7D | +1.5% | -8.1% | +9.6% | +2.9% |
| 30D | -3.8% | +31.7% | -35.5% | -8.9% |
| 3M | +11.5% | +41.1% | -29.6% | +4.0% |
| 6M | +19.2% | +77.1% | -57.9% | +5.9% |
| YTD | +23.7% | +21.7% | +2.0% | +17.0% |
| 1Y | +38.8% | +8.4% | +30.5% | +33.1% |
| 3Y | +178.9% | +23.6% | +155.3% | +148.6% |
| 5Y | +101.8% | -46.5% | +148.2% | +98.1% |
| All | +155.4% | +31.2% | +124.2% | +69.6% |
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