-1.8%
CARR vs ESTC
+1.6%
-3.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -0.7% | -15.9% | +15.2% | -1.6% |
| 30D | +0.3% | -5.5% | +5.8% | +0.1% |
| 3M | -14.9% | +26.2% | -41.1% | -12.6% |
| 6M | -14.9% | +77.0% | -91.9% | -8.5% |
| YTD | +7.0% | +18.9% | -11.9% | +13.9% |
| 1Y | -1.8% | +1.3% | -3.1% | +3.6% |
| All | -1.8% | +1.6% | -3.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling