+25.6%
CL vs ESTC
-5.7%
+31.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -2.6% | +1.9% | -0.9% |
| 30D | +9.5% | -8.6% | +18.1% | +8.9% |
| 3M | +6.8% | +14.4% | -7.6% | +7.8% |
| 6M | +14.3% | +73.3% | -59.0% | +19.6% |
| YTD | +26.3% | +15.7% | +10.5% | +26.8% |
| 1Y | +25.6% | -7.6% | +33.1% | +22.9% |
| All | +25.6% | -5.7% | +31.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling