+382.4%
CRWD vs ESTC
+11.0%
+371.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +2.2% | -3.3% | +5.5% | +3.5% |
| 30D | -7.7% | +13.4% | -21.2% | -13.4% |
| 3M | +28.9% | +41.3% | -12.4% | +10.4% |
| 6M | +91.5% | +62.6% | +28.9% | +55.2% |
| YTD | +77.3% | +14.8% | +62.6% | +62.1% |
| 1Y | +96.3% | -5.1% | +101.3% | +90.2% |
| All | +382.4% | +11.0% | +371.5% | +363.0% |
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