+2,041.4%
CLS vs ESTC
+28.9%
+2,012.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +3.0% | +6.7% |
| 7D | -10.6% | -1.2% | -9.4% | -10.1% |
| 30D | -38.4% | -8.1% | -30.3% | -37.2% |
| 3M | -29.9% | +20.2% | -50.0% | -33.4% |
| 6M | -40.6% | +72.7% | -113.4% | -48.5% |
| YTD | -24.6% | +19.6% | -44.2% | -29.8% |
| 1Y | -30.8% | +0.3% | -31.1% | -32.8% |
| 3Y | +811.7% | +22.8% | +788.9% | +709.4% |
| 5Y | +1,838.4% | -50.9% | +1,889.3% | +1,855.9% |
| All | +2,041.4% | +28.9% | +2,012.5% | +1,453.0% |
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