-29.6%
CLS vs ESTC
+1.6%
-31.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.9% | -8.2% | -9.0% |
| 7D | -21.1% | -15.9% | -5.3% | -20.1% |
| 30D | -38.2% | -5.5% | -32.7% | -37.8% |
| 3M | -36.3% | +26.2% | -62.5% | -37.1% |
| 6M | -43.8% | +77.0% | -120.8% | -44.7% |
| YTD | -20.0% | +18.9% | -38.9% | -15.1% |
| 1Y | -29.6% | +1.3% | -30.9% | -23.1% |
| All | -29.6% | +1.6% | -31.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling