+192.1%
CFG vs ESTC
+14.8%
+177.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.2% | +2.4% | +0.8% | +2.9% |
| 30D | +5.1% | -4.2% | +9.4% | +5.6% |
| 3M | -11.2% | +2.5% | -13.7% | -12.1% |
| 6M | +9.6% | +81.5% | -71.9% | -1.2% |
| YTD | +15.0% | +16.8% | -1.9% | +10.6% |
| 1Y | +29.9% | -3.5% | +33.3% | +28.8% |
| 3Y | +192.1% | +17.7% | +174.4% | +170.0% |
| All | +192.1% | +14.8% | +177.3% | +170.0% |
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