-7.6%
ESTC vs CAI
-0.4%
-7.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -2.6% | -26.3% | +23.6% | +3.7% |
| 30D | -8.6% | -17.5% | +8.9% | -4.7% |
| 3M | +14.4% | +5.8% | +8.5% | +12.4% |
| 6M | +73.3% | +53.6% | +19.7% | +54.7% |
| YTD | +15.7% | -9.2% | +25.0% | +16.5% |
| 1Y | -7.6% | -2.7% | -4.9% | -8.3% |
| All | -7.6% | -0.4% | -7.2% | -8.3% |
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