+794.1%
CRS vs ESTC
+23.7%
+770.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | -18.1% | +13.4% | -31.5% | -21.0% |
| 3M | -12.4% | +41.3% | -53.8% | -20.0% |
| 6M | +15.9% | +62.6% | -46.7% | +1.6% |
| YTD | +45.8% | +14.8% | +31.1% | +37.1% |
| 1Y | +87.8% | -5.1% | +92.8% | +83.3% |
| 3Y | +648.7% | +11.2% | +637.6% | +569.9% |
| 5Y | +1,416.6% | -47.0% | +1,463.6% | +1,398.0% |
| All | +794.1% | +23.7% | +770.4% | +460.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling