+29.9%
CFG vs ESTC
-3.5%
+33.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.2% | +2.4% | +0.8% | +3.1% |
| 30D | +5.1% | -4.2% | +9.4% | +5.3% |
| 3M | -11.2% | +2.5% | -13.7% | -11.3% |
| 6M | +9.6% | +81.5% | -71.9% | +5.5% |
| YTD | +15.0% | +16.8% | -1.9% | +14.2% |
| 1Y | +29.9% | -3.5% | +33.3% | +30.3% |
| All | +29.9% | -3.5% | +33.4% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling