+6.0%
ESTC vs CAI
-8.1%
+14.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +17.7% | +9.1% | +8.6% | +15.4% |
| 3M | +42.3% | +53.8% | -11.5% | +30.3% |
| 6M | +64.6% | +33.5% | +31.1% | +52.6% |
| YTD | +17.2% | -8.0% | +25.2% | +14.7% |
| 1Y | -4.2% | -28.7% | +24.5% | -3.9% |
| All | +6.0% | -8.1% | +14.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling