+8.5%
CRCL vs ESTC
-1.3%
+9.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.7% |
| 7D | -12.5% | -13.2% | +0.7% | -8.4% |
| 30D | +26.9% | +9.3% | +17.6% | +21.4% |
| 3M | +14.4% | +37.3% | -22.9% | -0.3% |
| 6M | -23.5% | +61.0% | -84.5% | -37.4% |
| YTD | +13.9% | +10.7% | +3.2% | -1.4% |
| 1Y | -20.6% | -7.2% | -13.4% | -30.5% |
| All | +8.5% | -1.3% | +9.8% | -2.9% |
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 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