-25.3%
CRCL vs ESTC
+4.3%
-29.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -8.4% | +2.4% | -10.8% | -9.2% |
| 30D | -21.8% | -4.2% | -17.6% | -20.5% |
| 3M | -17.5% | +2.5% | -19.9% | -18.6% |
| 6M | -50.9% | +81.5% | -132.3% | -61.4% |
| YTD | -21.6% | +16.8% | -38.4% | -33.2% |
| 1Y | -24.5% | -3.5% | -21.0% | -35.6% |
| All | -25.3% | +4.3% | -29.5% | -34.2% |
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