+1.4%
CRM vs ESTC
-7.7%
+9.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -9.2% | +4.7% | -0.1% |
| 30D | +28.1% | +8.1% | +20.1% | +21.7% |
| 3M | +48.8% | +38.5% | +10.3% | +24.8% |
| 6M | +28.3% | +57.8% | -29.5% | +1.0% |
| YTD | -6.0% | +10.5% | -16.6% | -18.0% |
| 1Y | +1.4% | -6.4% | +7.8% | -8.3% |
| All | +1.4% | -7.7% | +9.2% | -8.3% |
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