+55.4%
CLBK vs ESTC
+23.7%
+31.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.5% | -3.3% | +1.9% | -1.2% |
| 30D | +6.7% | +13.4% | -6.8% | +5.3% |
| 3M | +21.2% | +41.3% | -20.2% | +17.3% |
| 6M | +42.0% | +62.6% | -20.6% | +35.4% |
| YTD | +63.3% | +14.8% | +48.5% | +59.8% |
| 1Y | +65.4% | -5.1% | +70.4% | +64.1% |
| 3Y | +52.5% | +11.2% | +41.3% | +46.8% |
| 5Y | +42.0% | -47.0% | +88.9% | +40.3% |
| All | +55.4% | +23.7% | +31.7% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling