+41.3%
CL vs ESTC
-48.1%
+89.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.4% | +1.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +11.6% | -8.1% | +19.7% | +11.5% |
| 3M | +5.6% | +20.2% | -14.6% | +5.9% |
| 6M | +13.2% | +72.7% | -59.6% | +14.1% |
| YTD | +26.9% | +19.6% | +7.3% | +27.6% |
| 1Y | +27.3% | +0.3% | +27.1% | +27.9% |
| 3Y | +39.7% | +22.8% | +16.9% | +39.7% |
| 5Y | +41.3% | -50.9% | +92.2% | +36.5% |
| All | +41.3% | -48.1% | +89.4% | +36.5% |
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