+155.0%
CG vs ESTC
+24.6%
+130.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | +2.0% | -3.6% | +5.5% | +3.1% |
| 30D | +8.5% | -11.2% | +19.7% | +11.9% |
| 3M | -12.1% | +14.3% | -26.5% | -16.6% |
| 6M | -16.4% | +67.0% | -83.4% | -29.8% |
| YTD | -28.0% | +15.7% | -43.6% | -33.4% |
| 1Y | -18.9% | -6.3% | -12.6% | -20.7% |
| 3Y | +51.2% | +14.5% | +36.7% | +29.5% |
| 5Y | -15.9% | -49.9% | +34.0% | -15.8% |
| All | +155.0% | +24.6% | +130.4% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling