+1,885.4%
CLS vs ESTC
+23.0%
+1,862.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -22.2% | -11.5% | -10.7% | -19.8% |
| 30D | -44.4% | -7.5% | -36.8% | -43.3% |
| 3M | -34.3% | +23.1% | -57.3% | -38.0% |
| 6M | -50.1% | +75.3% | -125.3% | -56.9% |
| YTD | -30.1% | +14.1% | -44.2% | -34.2% |
| 1Y | -39.3% | -0.6% | -38.8% | -41.1% |
| 3Y | +732.7% | +20.8% | +711.9% | +641.2% |
| 5Y | +1,777.2% | -48.8% | +1,826.0% | +1,774.0% |
| All | +1,885.4% | +23.0% | +1,862.4% | +1,354.9% |
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