+71.6%
CRH vs ESTC
+6.9%
+64.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -9.2% | +3.1% | -4.9% |
| 30D | -9.3% | +8.1% | -17.3% | -10.6% |
| 3M | -15.2% | +38.5% | -53.7% | -19.5% |
| 6M | -14.2% | +57.8% | -72.0% | -20.5% |
| YTD | -28.3% | +10.5% | -38.8% | -29.9% |
| 1Y | -21.8% | -6.4% | -15.4% | -21.9% |
| 3Y | +71.6% | +4.7% | +67.0% | +67.2% |
| All | +71.6% | +6.9% | +64.7% | +67.2% |
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