-22.6%
CSGP vs ESTC
+23.0%
-45.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.2% |
| 7D | +1.3% | -11.5% | +12.8% | +4.0% |
| 30D | +10.7% | -7.5% | +18.2% | +12.0% |
| 3M | +3.3% | +23.1% | -19.8% | -3.1% |
| 6M | -10.3% | +75.3% | -85.6% | -23.1% |
| YTD | -54.6% | +14.1% | -68.7% | -57.2% |
| 1Y | -54.6% | -0.6% | -54.1% | -56.2% |
| 3Y | -60.3% | +20.8% | -81.2% | -66.5% |
| 5Y | -63.3% | -48.8% | -14.6% | -64.4% |
| All | -22.6% | +23.0% | -45.6% | -49.0% |
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 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