-65.4%
CLSK vs ESTC
+19.1%
-84.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +7.7% | -9.2% | +16.9% | +12.7% |
| 30D | +12.2% | +8.1% | +4.2% | +4.0% |
| 3M | -15.5% | +38.5% | -53.9% | -32.2% |
| 6M | +39.3% | +57.8% | -18.4% | +2.1% |
| YTD | +35.1% | +10.5% | +24.5% | +17.0% |
| 1Y | +34.0% | -6.4% | +40.4% | +24.3% |
| 3Y | +226.3% | +4.7% | +221.6% | +162.0% |
| 5Y | +6.4% | -47.8% | +54.2% | +6.2% |
| All | -65.4% | +19.1% | -84.5% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling