+838.1%
CLS vs ESTC
+14.8%
+823.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | +16.3% | +2.4% | +13.9% | +15.7% |
| 30D | -25.7% | -4.2% | -21.4% | -24.8% |
| 3M | -30.9% | +2.5% | -33.3% | -31.6% |
| 6M | -35.5% | +81.5% | -117.0% | -44.4% |
| YTD | -18.7% | +16.8% | -35.5% | -22.6% |
| 1Y | -17.9% | -3.5% | -14.5% | -17.6% |
| 3Y | +838.1% | +17.7% | +820.4% | +825.8% |
| All | +838.1% | +14.8% | +823.3% | +825.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling