+9.7%
CRM vs ESTC
+7.0%
+2.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.8% |
| 7D | -8.1% | -13.2% | +5.1% | -3.4% |
| 30D | +23.1% | +9.3% | +13.7% | +18.3% |
| 3M | +42.5% | +37.3% | +5.2% | +26.3% |
| 6M | +25.3% | +61.0% | -35.7% | +5.3% |
| YTD | -7.8% | +10.7% | -18.5% | -13.7% |
| 1Y | +1.0% | -7.2% | +8.2% | -1.3% |
| All | +9.7% | +7.0% | +2.7% | +3.2% |
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