-58.1%
CLSK vs ESTC
+1.6%
-59.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.5% |
| 7D | -20.7% | -15.9% | -4.9% | -19.3% |
| 30D | -45.5% | -5.5% | -40.0% | -45.0% |
| 3M | -52.0% | +26.2% | -78.2% | -53.3% |
| 6M | -47.0% | +77.0% | -124.0% | -52.1% |
| YTD | -32.8% | +18.9% | -51.7% | -36.5% |
| 1Y | -58.1% | +1.3% | -59.4% | -58.9% |
| All | -58.1% | +1.6% | -59.6% | -58.9% |
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 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