-17.5%
CSGP vs ESTC
+28.1%
-45.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +18.3% | -15.9% | +34.2% | +22.9% |
| 30D | +17.8% | -5.5% | +23.3% | +18.7% |
| 3M | +9.3% | +26.2% | -16.9% | +1.9% |
| 6M | -7.9% | +77.0% | -84.9% | -21.2% |
| YTD | -51.5% | +18.9% | -70.4% | -54.8% |
| 1Y | -53.3% | +1.3% | -54.6% | -55.1% |
| 3Y | -57.9% | +24.0% | -81.9% | -64.6% |
| 5Y | -61.3% | -47.7% | -13.7% | -62.6% |
| All | -17.5% | +28.1% | -45.6% | -46.1% |
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