-21.7%
CSGP vs ESTC
+31.2%
-52.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.3% |
| 7D | -4.1% | -8.1% | +4.0% | -2.2% |
| 30D | +2.3% | +31.7% | -29.4% | -4.8% |
| 3M | -8.2% | +41.1% | -49.2% | -16.1% |
| 6M | -35.1% | +77.1% | -112.1% | -44.1% |
| YTD | -54.0% | +21.7% | -75.7% | -57.0% |
| 1Y | -65.3% | +8.4% | -73.7% | -67.0% |
| 3Y | -62.6% | +23.6% | -86.2% | -68.4% |
| 5Y | -64.8% | -46.5% | -18.4% | -66.0% |
| All | -21.7% | +31.2% | -52.9% | -48.7% |
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