+925.7%
CRDO vs ESTC
+7.0%
+918.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -3.4% |
| 7D | -2.4% | -13.2% | +10.8% | +2.2% |
| 30D | -35.3% | +9.3% | -44.6% | -38.1% |
| 3M | -32.6% | +37.3% | -69.9% | -41.0% |
| 6M | +42.7% | +61.0% | -18.3% | +15.6% |
| YTD | +11.4% | +10.7% | +0.8% | +3.5% |
| 1Y | -2.2% | -7.2% | +4.9% | -3.2% |
| All | +925.7% | +7.0% | +918.6% | +844.8% |
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