+98.8%
CRL vs ESTC
+14.8%
+84.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +11.9% | -4.2% | +16.2% | +13.0% |
| 3M | +20.2% | +2.5% | +17.7% | +19.2% |
| 6M | +107.5% | +81.5% | +26.0% | +82.8% |
| YTD | +69.4% | +16.8% | +52.6% | +61.1% |
| 1Y | +99.7% | -3.5% | +103.2% | +96.0% |
| 3Y | +98.8% | +17.7% | +81.0% | +89.2% |
| All | +98.8% | +14.8% | +84.0% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling