+648.9%
CRS vs ESTC
+11.7%
+637.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.9% |
| 7D | -3.1% | -4.3% | +1.2% | -2.4% |
| 30D | -19.6% | +17.7% | -37.3% | -22.3% |
| 3M | -8.1% | +42.3% | -50.4% | -14.4% |
| 6M | +18.6% | +64.6% | -46.0% | +6.5% |
| YTD | +45.9% | +17.2% | +28.7% | +40.1% |
| 1Y | +82.5% | -4.2% | +86.7% | +83.0% |
| 3Y | +648.9% | +13.5% | +635.4% | +642.5% |
| All | +648.9% | +11.7% | +637.2% | +642.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling