+2,900.5%
CLS vs ESTC
+31.2%
+2,869.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.8% |
| 7D | +4.6% | -8.1% | +12.7% | +6.6% |
| 30D | -13.9% | +31.7% | -45.6% | -20.0% |
| 3M | -26.6% | +41.1% | -67.6% | -33.1% |
| 6M | +15.4% | +77.1% | -61.7% | -1.2% |
| YTD | +5.7% | +21.7% | -16.0% | -2.0% |
| 1Y | +41.1% | +8.4% | +32.7% | +33.8% |
| 3Y | +1,228.6% | +23.6% | +1,205.0% | +1,074.4% |
| 5Y | +3,240.6% | -46.5% | +3,287.1% | +3,198.1% |
| All | +2,900.5% | +31.2% | +2,869.3% | +2,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling