+15.6%
CRCL vs ESTC
+4.6%
+11.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -4.5% |
| 7D | +7.5% | -4.3% | +11.8% | +9.2% |
| 30D | +44.3% | +17.7% | +26.5% | +34.6% |
| 3M | +16.5% | +42.3% | -25.8% | +0.5% |
| 6M | -5.6% | +64.6% | -70.2% | -23.5% |
| YTD | +21.3% | +17.2% | +4.1% | +3.0% |
| 1Y | -14.5% | -4.2% | -10.3% | -27.0% |
| All | +15.6% | +4.6% | +11.0% | +1.5% |
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