+65.7%
CFG vs ESTC
-52.1%
+117.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | +0.7% | -3.6% | +4.3% | +1.2% |
| 30D | +2.8% | -11.2% | +14.0% | +4.4% |
| 3M | -10.1% | +14.3% | -24.4% | -12.6% |
| 6M | +3.2% | +67.0% | -63.8% | -6.1% |
| YTD | +14.2% | +15.7% | -1.5% | +9.4% |
| 1Y | +27.4% | -6.3% | +33.7% | +25.9% |
| 3Y | +187.6% | +14.5% | +173.1% | +163.9% |
| 5Y | +65.7% | -49.9% | +115.6% | +46.2% |
| All | +65.7% | -52.1% | +117.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling