+85.7%
CL vs ESTC
+20.3%
+65.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | 0.0% |
| 7D | +5.9% | -18.5% | +24.4% | +6.2% |
| 30D | +13.8% | -11.0% | +24.8% | +13.9% |
| 3M | +6.4% | +20.8% | -14.4% | +5.9% |
| 6M | +15.6% | +67.9% | -52.3% | +14.3% |
| YTD | +27.9% | +11.6% | +16.3% | +27.3% |
| 1Y | +31.4% | -3.3% | +34.7% | +31.2% |
| 3Y | +41.4% | +16.4% | +25.0% | +38.1% |
| 5Y | +42.8% | -49.9% | +92.7% | +44.3% |
| All | +85.7% | +20.3% | +65.4% | +59.4% |
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