+116.4%
CRL vs ESTC
+26.3%
+90.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.7% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | +5.0% | +17.7% | -12.8% | -0.7% |
| 3M | +50.6% | +42.3% | +8.3% | +34.4% |
| 6M | +60.9% | +64.6% | -3.6% | +37.0% |
| YTD | +40.7% | +17.2% | +23.5% | +30.4% |
| 1Y | +73.3% | -4.2% | +77.5% | +68.4% |
| 3Y | +40.6% | +13.5% | +27.0% | +19.3% |
| 5Y | -37.0% | -45.5% | +8.6% | -38.8% |
| All | +116.4% | +26.3% | +90.1% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling