-1.6%
CLSK vs ESTC
-46.4%
+44.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.3% |
| 7D | +17.2% | -3.3% | +20.6% | +19.4% |
| 30D | +14.6% | +13.4% | +1.1% | +1.1% |
| 3M | -16.8% | +41.3% | -58.2% | -37.6% |
| 6M | +38.2% | +62.6% | -24.4% | -8.4% |
| YTD | +31.2% | +14.8% | +16.5% | +6.7% |
| 1Y | +37.3% | -5.1% | +42.4% | +23.6% |
| 3Y | +201.8% | +11.2% | +190.7% | +102.1% |
| 5Y | -1.6% | -47.0% | +45.4% | -4.8% |
| All | -1.6% | -46.4% | +44.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling