+3,069.7%
CLS vs ESTC
+26.3%
+3,043.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.7% | +9.3% | +6.5% |
| 7D | +12.8% | -4.3% | +17.1% | +13.9% |
| 30D | +3.8% | +17.7% | -13.9% | -1.0% |
| 3M | -14.6% | +42.3% | -56.9% | -22.5% |
| 6M | +32.2% | +64.6% | -32.3% | +15.1% |
| YTD | +11.6% | +17.2% | -5.6% | +4.3% |
| 1Y | +35.1% | -4.2% | +39.3% | +31.9% |
| 3Y | +1,312.5% | +13.5% | +1,299.0% | +1,173.0% |
| 5Y | +3,542.1% | -45.5% | +3,587.6% | +3,479.0% |
| All | +3,069.7% | +26.3% | +3,043.4% | +2,207.7% |
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 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