-26.4%
CG vs ESTC
+0.7%
-27.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.5% |
| 7D | -1.3% | -4.3% | +3.0% | -0.6% |
| 30D | -3.2% | +17.7% | -20.9% | -6.3% |
| 3M | +6.2% | +42.3% | -36.1% | -0.6% |
| 6M | -4.7% | +64.6% | -69.2% | -13.7% |
| YTD | -20.6% | +17.2% | -37.8% | -25.1% |
| 1Y | -26.4% | -4.2% | -22.2% | -28.0% |
| All | -26.4% | +0.7% | -27.1% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling