+494.9%
CRS vs ESTC
+24.7%
+470.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.4% | -2.6% | +7.0% | +5.0% |
| 30D | -19.1% | -8.6% | -10.6% | -17.8% |
| 3M | -43.2% | +14.4% | -57.6% | -45.5% |
| 6M | -28.9% | +73.3% | -102.2% | -38.4% |
| YTD | -3.0% | +15.7% | -18.7% | -9.3% |
| 1Y | -5.3% | -7.6% | +2.3% | -7.0% |
| 3Y | +363.5% | +14.6% | +349.0% | +311.9% |
| 5Y | +858.2% | -50.0% | +908.2% | +862.3% |
| All | +494.9% | +24.7% | +470.1% | +271.0% |
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