+83.5%
CRL vs ESTC
+1.6%
+81.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -7.1% |
| 7D | -12.8% | -15.9% | +3.1% | -10.4% |
| 30D | +5.0% | -5.5% | +10.5% | +6.1% |
| 3M | +39.4% | +26.2% | +13.2% | +34.3% |
| 6M | +89.4% | +77.0% | +12.3% | +69.0% |
| YTD | +63.6% | +18.9% | +44.7% | +54.5% |
| 1Y | +83.5% | +1.3% | +82.2% | +72.9% |
| All | +83.5% | +1.6% | +81.9% | +72.9% |
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