-18.8%
CSGP vs ESTC
+20.3%
-39.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.2% |
| 7D | +13.9% | -18.5% | +32.4% | +19.2% |
| 30D | +16.0% | -11.0% | +27.0% | +18.5% |
| 3M | +6.1% | +20.8% | -14.7% | 0.0% |
| 6M | -8.2% | +67.9% | -76.1% | -20.4% |
| YTD | -52.3% | +11.6% | -63.9% | -54.9% |
| 1Y | -54.5% | -3.3% | -51.2% | -55.7% |
| 3Y | -58.6% | +16.4% | -75.0% | -64.7% |
| 5Y | -61.5% | -49.9% | -11.6% | -62.4% |
| All | -18.8% | +20.3% | -39.1% | -46.2% |
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