-67.9%
CLSK vs ESTC
+31.2%
-99.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +3.1% |
| 7D | +8.8% | -8.1% | +16.9% | +13.4% |
| 30D | -6.0% | +31.7% | -37.7% | -21.2% |
| 3M | -24.4% | +41.1% | -65.4% | -39.6% |
| 6M | +19.0% | +77.1% | -58.0% | -17.7% |
| YTD | +25.4% | +21.7% | +3.7% | +3.8% |
| 1Y | +39.8% | +8.4% | +31.4% | +20.2% |
| 3Y | +177.7% | +23.6% | +154.1% | +104.7% |
| 5Y | -11.0% | -46.5% | +35.5% | -13.4% |
| All | -67.9% | +31.2% | -99.0% | -73.6% |
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