+187.2%
CG vs ESTC
+31.2%
+156.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.4% |
| 7D | -4.3% | -8.1% | +3.8% | -2.1% |
| 30D | -5.1% | +31.7% | -36.8% | -13.2% |
| 3M | +8.7% | +41.1% | -32.4% | -3.0% |
| 6M | -9.2% | +77.1% | -86.3% | -25.1% |
| YTD | -18.9% | +21.7% | -40.6% | -25.7% |
| 1Y | -25.6% | +8.4% | -34.0% | -30.4% |
| 3Y | +57.3% | +23.6% | +33.7% | +31.3% |
| 5Y | +10.2% | -46.5% | +56.6% | +8.3% |
| All | +187.2% | +31.2% | +156.1% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling