+815.9%
CRS vs ESTC
-52.1%
+867.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.5% |
| 7D | +4.8% | +2.4% | +2.4% | +4.4% |
| 30D | -23.2% | -4.2% | -18.9% | -22.7% |
| 3M | -45.5% | +2.5% | -48.0% | -46.3% |
| 6M | -33.1% | +81.5% | -114.6% | -41.6% |
| YTD | -7.2% | +16.8% | -24.1% | -12.4% |
| 1Y | -10.0% | -3.5% | -6.6% | -11.7% |
| 3Y | +332.3% | +17.7% | +314.6% | +291.7% |
| All | +815.9% | -52.1% | +867.9% | +638.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling