+73.3%
CRL vs ESTC
+0.7%
+72.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.2% |
| 7D | -0.6% | -4.3% | +3.7% | 0.0% |
| 30D | +5.0% | +17.7% | -12.8% | +1.7% |
| 3M | +50.6% | +42.3% | +8.3% | +40.2% |
| 6M | +60.9% | +64.6% | -3.6% | +43.6% |
| YTD | +40.7% | +17.2% | +23.5% | +33.7% |
| 1Y | +73.3% | -4.2% | +77.5% | +80.6% |
| All | +73.3% | +0.7% | +72.6% | +80.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling