-65.3%
CSGP vs ESTC
+7.3%
-72.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.2% |
| 7D | -4.1% | -8.1% | +4.0% | -2.0% |
| 30D | +2.3% | +31.7% | -29.4% | -5.4% |
| 3M | -8.2% | +41.1% | -49.2% | -17.0% |
| 6M | -35.1% | +77.1% | -112.1% | -44.6% |
| YTD | -54.0% | +21.7% | -75.7% | -59.3% |
| 1Y | -65.3% | +8.4% | -73.7% | -69.3% |
| All | -65.3% | +7.3% | -72.6% | -69.3% |
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 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