+43.1%
CLBK vs ESTC
-47.2%
+90.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | +1.1% | -4.3% | +5.4% | +1.4% |
| 30D | +7.8% | +17.7% | -9.9% | +6.2% |
| 3M | +23.9% | +42.3% | -18.4% | +20.1% |
| 6M | +42.3% | +64.6% | -22.2% | +36.1% |
| YTD | +65.4% | +17.2% | +48.2% | +61.9% |
| 1Y | +70.3% | -4.2% | +74.5% | +69.1% |
| 3Y | +54.5% | +13.5% | +40.9% | +49.8% |
| 5Y | +43.1% | -45.5% | +88.6% | +29.7% |
| All | +43.1% | -47.2% | +90.3% | +29.7% |
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