+142.8%
CG vs ESTC
+23.0%
+119.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | -1.2% | -11.5% | +10.3% | +2.2% |
| 30D | +5.0% | -7.5% | +12.6% | +7.0% |
| 3M | -18.2% | +23.1% | -41.3% | -24.1% |
| 6M | -20.7% | +75.3% | -96.0% | -34.4% |
| YTD | -31.4% | +14.1% | -45.5% | -36.4% |
| 1Y | -22.3% | -0.6% | -21.7% | -25.3% |
| 3Y | +50.2% | +20.8% | +29.4% | +26.2% |
| 5Y | -22.1% | -48.8% | +26.7% | -22.7% |
| All | +142.8% | +23.0% | +119.8% | +55.3% |
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