+58.3%
CLBK vs ESTC
+31.2%
+27.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | +1.2% | -8.1% | +9.3% | +1.8% |
| 30D | +9.1% | +31.7% | -22.6% | +6.4% |
| 3M | +27.7% | +41.1% | -13.4% | +23.6% |
| 6M | +40.8% | +77.1% | -36.2% | +33.4% |
| YTD | +66.4% | +21.7% | +44.7% | +62.1% |
| 1Y | +72.4% | +8.4% | +64.0% | +69.1% |
| 3Y | +50.7% | +23.6% | +27.1% | +43.9% |
| 5Y | +42.9% | -46.5% | +89.4% | +41.3% |
| All | +58.3% | +31.2% | +27.2% | +26.6% |
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