+241.5%
CRH vs ESTC
+23.7%
+217.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -3.6% | -3.3% | -0.2% | -3.1% |
| 30D | -10.8% | +13.4% | -24.3% | -13.3% |
| 3M | -13.5% | +41.3% | -54.8% | -19.3% |
| 6M | -15.4% | +62.6% | -78.0% | -23.8% |
| YTD | -27.6% | +14.8% | -42.4% | -30.8% |
| 1Y | -18.4% | -5.1% | -13.3% | -19.8% |
| 3Y | +72.5% | +11.2% | +61.4% | +57.0% |
| 5Y | +99.2% | -47.0% | +146.1% | +95.5% |
| All | +241.5% | +23.7% | +217.8% | +142.2% |
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 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