-7.7%
CARR vs ESTC
-7.6%
0.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.5% |
| 7D | -4.1% | -13.2% | +9.0% | -5.0% |
| 30D | -11.0% | +9.3% | -20.3% | -9.9% |
| 3M | -16.4% | +37.3% | -53.7% | -13.1% |
| 6M | -2.4% | +61.0% | -63.4% | +4.1% |
| YTD | +8.4% | +10.7% | -2.2% | +14.3% |
| All | -7.7% | -7.6% | 0.0% | -1.8% |
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