-15.4%
CRH vs ESTC
+63.7%
-79.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -3.6% | -3.3% | -0.2% | -3.6% |
| 30D | -10.8% | +13.4% | -24.3% | -10.2% |
| 3M | -13.5% | +41.3% | -54.8% | -11.8% |
| 6M | -15.4% | +62.6% | -78.0% | -9.4% |
| All | -15.4% | +63.7% | -79.1% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling