+1,369.7%
CRWD vs ESTC
+15.6%
+1,354.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.4% |
| 7D | -2.4% | -8.1% | +5.7% | +1.9% |
| 30D | +1.5% | +31.7% | -30.1% | -13.9% |
| 3M | +18.5% | +41.1% | -22.5% | -3.5% |
| 6M | +109.1% | +77.1% | +32.0% | +50.8% |
| YTD | +81.8% | +21.7% | +60.1% | +58.1% |
| 1Y | +106.7% | +8.4% | +98.3% | +88.0% |
| 3Y | +428.7% | +23.6% | +405.1% | +283.3% |
| 5Y | +206.4% | -46.5% | +252.8% | +227.6% |
| All | +1,369.7% | +15.6% | +1,354.1% | +935.2% |
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