+62.0%
CFG vs ESTC
-48.9%
+110.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | -0.9% | -11.5% | +10.6% | +0.8% |
| 30D | +1.1% | -7.5% | +8.6% | +2.0% |
| 3M | -12.0% | +23.1% | -35.1% | -15.4% |
| 6M | -2.2% | +75.3% | -77.5% | -11.7% |
| YTD | +11.4% | +14.1% | -2.7% | +7.0% |
| 1Y | +27.8% | -0.6% | +28.4% | +25.1% |
| 3Y | +173.3% | +20.8% | +152.5% | +148.8% |
| All | +62.0% | -48.9% | +110.9% | +44.4% |
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