+1.3%
ESTC vs CAI
+12.6%
-11.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -15.9% | -6.3% | -9.6% | -14.7% |
| 30D | -5.5% | +9.3% | -14.8% | -7.1% |
| 3M | +26.2% | +106.3% | -80.1% | +8.3% |
| 6M | +77.0% | +77.7% | -0.7% | +53.7% |
| YTD | +18.9% | +23.1% | -4.3% | +10.4% |
| 1Y | +1.3% | +6.5% | -5.2% | -4.7% |
| All | +1.3% | +12.6% | -11.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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