+181.0%
CG vs ESTC
+26.3%
+154.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.1% |
| 7D | -1.3% | -4.3% | +3.0% | -0.1% |
| 30D | -3.2% | +17.7% | -20.9% | -8.4% |
| 3M | +6.2% | +42.3% | -36.1% | -5.4% |
| 6M | -4.7% | +64.6% | -69.2% | -19.6% |
| YTD | -20.6% | +17.2% | -37.8% | -26.5% |
| 1Y | -26.4% | -4.2% | -22.2% | -28.4% |
| 3Y | +55.4% | +13.5% | +41.9% | +33.3% |
| 5Y | +9.8% | -45.5% | +55.4% | +7.4% |
| All | +181.0% | +26.3% | +154.7% | +79.2% |
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 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