+10.7%
CARR vs ESTC
-47.6%
+58.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -9.2% | +5.4% | -2.5% |
| 30D | -8.9% | +8.1% | -17.0% | -10.3% |
| 3M | -17.3% | +38.5% | -55.8% | -21.6% |
| 6M | -1.4% | +57.8% | -59.2% | -9.0% |
| YTD | +10.0% | +10.5% | -0.5% | +6.8% |
| 1Y | -6.4% | -6.4% | 0.0% | -7.0% |
| 3Y | +1.5% | +4.7% | -3.1% | -6.3% |
| All | +10.7% | -47.6% | +58.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling