+1,339.9%
CRDO vs ESTC
+4.3%
+1,335.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.3% |
| 7D | -18.8% | -4.3% | -14.5% | -17.5% |
| 30D | -32.9% | +17.7% | -50.6% | -38.0% |
| 3M | -24.5% | +42.3% | -66.8% | -35.9% |
| 6M | +52.7% | +64.6% | -11.8% | +20.1% |
| YTD | +16.6% | +17.2% | -0.6% | +4.0% |
| 1Y | +13.7% | -4.2% | +17.9% | +9.3% |
| 3Y | +959.0% | +13.5% | +945.5% | +785.4% |
| All | +1,339.9% | +4.3% | +1,335.6% | +977.0% |
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