+216.9%
CLSK vs ESTC
+11.0%
+206.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | +17.2% | -3.3% | +20.6% | +18.7% |
| 30D | +14.6% | +13.4% | +1.1% | +5.9% |
| 3M | -16.8% | +41.3% | -58.2% | -31.2% |
| 6M | +38.2% | +62.6% | -24.4% | +5.1% |
| YTD | +31.2% | +14.8% | +16.5% | +16.3% |
| 1Y | +37.3% | -5.1% | +42.4% | +31.9% |
| All | +216.9% | +11.0% | +206.0% | +159.5% |
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 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