-35.3%
CLS vs ESTC
+0.3%
-35.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +3.0% | +7.3% |
| 7D | -10.6% | -1.2% | -9.4% | -10.4% |
| 30D | -38.4% | -8.1% | -30.3% | -37.9% |
| 3M | -29.9% | +20.2% | -50.0% | -30.5% |
| 6M | -40.6% | +72.7% | -113.4% | -41.7% |
| YTD | -24.6% | +19.6% | -44.2% | -19.7% |
| All | -35.3% | +0.3% | -35.6% | -27.8% |
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