+1,479.7%
CRWD vs ESTC
+9.9%
+1,469.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.0% | -2.6% | -2.3% | -3.4% |
| 30D | -12.9% | -8.6% | -4.3% | -8.6% |
| 3M | +3.2% | +14.4% | -11.1% | -5.4% |
| 6M | +69.0% | +73.3% | -4.3% | +23.7% |
| YTD | +95.5% | +15.7% | +79.7% | +74.8% |
| 1Y | +64.6% | -7.6% | +72.2% | +63.8% |
| 3Y | +366.7% | +14.6% | +352.2% | +256.1% |
| 5Y | +226.2% | -50.0% | +276.2% | +264.2% |
| All | +1,479.7% | +9.9% | +1,469.8% | +1,045.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling