+63.4%
CRM vs ESTC
+26.3%
+37.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -2.5% |
| 7D | -3.5% | -4.3% | +0.8% | -1.9% |
| 30D | +29.3% | +17.7% | +11.5% | +20.3% |
| 3M | +36.8% | +42.3% | -5.5% | +18.2% |
| 6M | +23.9% | +64.6% | -40.7% | +1.2% |
| YTD | -5.5% | +17.2% | -22.7% | -13.0% |
| 1Y | -0.4% | -4.2% | +3.8% | -2.3% |
| 3Y | +12.8% | +13.5% | -0.8% | -5.5% |
| 5Y | -3.5% | -45.5% | +42.0% | -2.2% |
| All | +63.4% | +26.3% | +37.1% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling