+1,325.8%
CRWD vs ESTC
+5.0%
+1,320.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.0% | -9.2% | +6.2% | +1.8% |
| 30D | -6.8% | +8.1% | -14.9% | -12.4% |
| 3M | +19.6% | +38.5% | -18.9% | -1.9% |
| 6M | +87.1% | +57.8% | +29.3% | +43.1% |
| YTD | +76.4% | +10.5% | +65.9% | +61.0% |
| 1Y | +90.8% | -6.4% | +97.2% | +87.2% |
| 3Y | +380.0% | +4.7% | +375.3% | +281.5% |
| 5Y | +215.6% | -47.8% | +263.4% | +239.7% |
| All | +1,325.8% | +5.0% | +1,320.8% | +954.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling