+436.5%
CARR vs ESTC
+103.3%
+333.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.5% |
| 7D | +3.2% | -4.3% | +7.5% | +3.8% |
| 30D | -7.7% | +17.7% | -25.4% | -10.1% |
| 3M | -11.9% | +42.3% | -54.2% | -16.7% |
| 6M | +2.0% | +64.6% | -62.5% | -6.1% |
| YTD | +13.2% | +17.2% | -4.1% | +8.9% |
| 1Y | -8.5% | -4.2% | -4.3% | -9.5% |
| 3Y | +5.0% | +13.5% | -8.6% | -3.6% |
| 5Y | +12.0% | -45.5% | +57.5% | +6.1% |
| All | +436.5% | +103.3% | +333.2% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling