+213.5%
CRWD vs ESTC
-46.4%
+259.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | +2.2% | -3.3% | +5.5% | +3.8% |
| 30D | -7.7% | +13.4% | -21.2% | -14.9% |
| 3M | +28.9% | +41.3% | -12.4% | +5.9% |
| 6M | +91.5% | +62.6% | +28.9% | +46.6% |
| YTD | +77.3% | +14.8% | +62.6% | +59.8% |
| 1Y | +96.3% | -5.1% | +101.3% | +91.5% |
| 3Y | +394.5% | +11.2% | +383.3% | +287.8% |
| 5Y | +213.5% | -47.0% | +260.4% | +221.5% |
| All | +213.5% | -46.4% | +259.9% | +221.5% |
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 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