+140.7%
CG vs ESTC
+27.2%
+113.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -4.8% |
| 7D | -1.5% | +5.8% | -7.3% | -3.1% |
| 30D | +5.7% | -5.6% | +11.3% | +7.1% |
| 3M | -17.9% | +15.4% | -33.3% | -22.2% |
| 6M | -20.2% | +77.8% | -98.0% | -34.2% |
| YTD | -32.0% | +18.1% | -50.1% | -37.5% |
| 1Y | -27.0% | -3.7% | -23.3% | -29.2% |
| 3Y | +42.8% | +16.9% | +25.9% | +21.5% |
| 5Y | -23.4% | -51.2% | +27.8% | -22.8% |
| All | +140.7% | +27.2% | +113.5% | +52.5% |
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