-0.8%
CRM vs ESTC
-47.6%
+46.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -9.2% | +4.7% | -0.9% |
| 30D | +28.1% | +8.1% | +20.1% | +23.3% |
| 3M | +48.8% | +38.5% | +10.3% | +30.1% |
| 6M | +28.3% | +57.8% | -29.5% | +6.7% |
| YTD | -6.0% | +10.5% | -16.6% | -11.6% |
| 1Y | +1.4% | -6.4% | +7.8% | +0.1% |
| 3Y | +11.8% | +4.7% | +7.2% | -3.3% |
| All | -0.8% | -47.6% | +46.7% | -0.7% |
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