+81.8%
CRS vs ESTC
-8.5%
+90.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.3% |
| 7D | -4.1% | -13.2% | +9.0% | -4.4% |
| 30D | -16.6% | +9.3% | -25.9% | -16.2% |
| 3M | -14.3% | +37.3% | -51.6% | -13.1% |
| 6M | +11.6% | +61.0% | -49.4% | +13.9% |
| YTD | +42.6% | +10.7% | +31.9% | +49.5% |
| 1Y | +81.8% | -7.2% | +89.0% | +98.5% |
| All | +81.8% | -8.5% | +90.3% | +98.5% |
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 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