+238.4%
CRH vs ESTC
+19.1%
+219.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -9.2% | +3.1% | -4.5% |
| 30D | -9.3% | +8.1% | -17.3% | -11.1% |
| 3M | -15.2% | +38.5% | -53.7% | -20.7% |
| 6M | -14.2% | +57.8% | -72.0% | -22.3% |
| YTD | -28.3% | +10.5% | -38.8% | -31.0% |
| 1Y | -21.8% | -6.4% | -15.4% | -22.9% |
| 3Y | +71.6% | +4.7% | +67.0% | +57.9% |
| 5Y | +96.6% | -47.8% | +144.4% | +93.3% |
| All | +238.4% | +19.1% | +219.3% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling