+122.5%
CRWV vs ESTC
-11.1%
+133.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.4% | -9.2% | +8.8% | +2.3% |
| 30D | -17.4% | +8.1% | -25.5% | -21.2% |
| 3M | -7.1% | +38.5% | -45.5% | -19.6% |
| 6M | +8.6% | +57.8% | -49.2% | -11.7% |
| YTD | +24.3% | +10.5% | +13.7% | +17.0% |
| 1Y | -21.0% | -6.4% | -14.7% | -20.8% |
| All | +122.5% | -11.1% | +133.6% | +129.2% |
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