+222.3%
CRWD vs ESTC
-50.1%
+272.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.0% | -2.6% | -2.3% | -3.5% |
| 30D | -12.9% | -8.6% | -4.3% | -8.8% |
| 3M | +3.2% | +14.4% | -11.1% | -4.8% |
| 6M | +69.0% | +73.3% | -4.3% | +26.2% |
| YTD | +95.5% | +15.7% | +79.7% | +76.1% |
| 1Y | +64.6% | -7.6% | +72.2% | +63.8% |
| 3Y | +366.7% | +14.6% | +352.2% | +263.8% |
| All | +222.3% | -50.1% | +272.4% | +205.5% |
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