+352.0%
CRS vs ESTC
+13.7%
+338.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.4% | -2.6% | +7.0% | +4.9% |
| 30D | -19.1% | -8.6% | -10.6% | -18.1% |
| 3M | -43.2% | +14.4% | -57.6% | -45.1% |
| 6M | -28.9% | +73.3% | -102.2% | -36.9% |
| YTD | -3.0% | +15.7% | -18.7% | -6.9% |
| 1Y | -5.3% | -7.6% | +2.3% | -4.2% |
| All | +352.0% | +13.7% | +338.3% | +335.2% |
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