-5.6%
CLX vs ESTC
+1.6%
-7.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.6% |
| 7D | +14.2% | -15.9% | +30.0% | +12.9% |
| 30D | +22.7% | -5.5% | +28.2% | +22.3% |
| 3M | -2.8% | +26.2% | -29.0% | -0.1% |
| 6M | +17.7% | +77.0% | -59.3% | +26.3% |
| YTD | +3.3% | +18.9% | -15.5% | +6.9% |
| 1Y | -5.6% | +1.3% | -6.9% | -5.1% |
| All | -5.6% | +1.6% | -7.2% | -5.1% |
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