-5.3%
CRS vs ESTC
-5.7%
+0.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.4% | -2.6% | +7.0% | +4.3% |
| 30D | -19.1% | -8.6% | -10.6% | -19.4% |
| 3M | -43.2% | +14.4% | -57.6% | -42.7% |
| 6M | -28.9% | +73.3% | -102.2% | -26.3% |
| YTD | -3.0% | +15.7% | -18.7% | +1.7% |
| 1Y | -5.3% | -7.6% | +2.3% | -0.3% |
| All | -5.3% | -5.7% | +0.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling