+53.6%
CLBK vs ESTC
+28.9%
+24.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | +5.1% | -8.1% | +13.2% | +5.7% |
| 3M | +5.2% | +20.2% | -15.0% | +3.1% |
| 6M | +28.6% | +72.7% | -44.2% | +22.0% |
| YTD | +61.4% | +19.6% | +41.8% | +57.2% |
| 1Y | +64.7% | +0.3% | +64.4% | +62.5% |
| 3Y | +55.1% | +22.8% | +32.3% | +48.2% |
| 5Y | +28.4% | -50.9% | +79.2% | +27.8% |
| All | +53.6% | +28.9% | +24.7% | +22.7% |
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 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