+10.9%
CARR vs ESTC
+14.8%
-3.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +3.3% |
| 30D | +0.4% | -4.2% | +4.6% | +0.6% |
| 3M | -14.1% | +2.5% | -16.5% | -14.5% |
| 6M | -16.7% | +81.5% | -98.2% | -21.0% |
| YTD | +4.2% | +16.8% | -12.7% | +3.1% |
| 1Y | -0.2% | -3.5% | +3.3% | +1.1% |
| 3Y | +10.9% | +17.7% | -6.9% | +8.3% |
| All | +10.9% | +14.8% | -3.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling