-14.6%
CRH vs ESTC
+7.3%
-21.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.6% |
| 7D | -1.7% | -8.1% | +6.4% | -1.4% |
| 30D | -5.4% | +31.7% | -37.0% | -6.4% |
| 3M | -11.2% | +41.1% | -52.2% | -12.4% |
| 6M | -15.8% | +77.1% | -92.9% | -17.6% |
| YTD | -23.6% | +21.7% | -45.3% | -22.9% |
| 1Y | -14.6% | +8.4% | -23.0% | -13.4% |
| All | -14.6% | +7.3% | -21.9% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling