+181.4%
CFG vs ESTC
+25.2%
+156.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +1.5% | -8.1% | +9.6% | +2.6% |
| 30D | -3.8% | +31.7% | -35.5% | -7.8% |
| 3M | +11.5% | +41.1% | -29.6% | +5.6% |
| 6M | +19.2% | +77.1% | -57.9% | +8.3% |
| YTD | +23.7% | +21.7% | +2.0% | +18.9% |
| 1Y | +38.8% | +8.4% | +30.5% | +35.1% |
| All | +181.4% | +25.2% | +156.2% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling