-35.8%
CRL vs ESTC
-46.4%
+10.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.6% |
| 7D | -1.0% | -8.1% | +7.1% | +0.8% |
| 30D | +10.7% | +31.7% | -21.0% | +2.7% |
| 3M | +55.3% | +41.1% | +14.2% | +41.0% |
| 6M | +60.7% | +77.1% | -16.4% | +37.0% |
| YTD | +44.6% | +21.7% | +22.9% | +34.2% |
| 1Y | +77.7% | +8.4% | +69.4% | +68.2% |
| 3Y | +37.6% | +23.6% | +14.0% | +16.4% |
| All | -35.8% | -46.4% | +10.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling