-23.3%
CLX vs ESTC
+23.7%
-46.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -4.9% | -3.3% | -1.6% | -4.9% |
| 30D | -15.8% | +13.4% | -29.3% | -15.9% |
| 3M | -7.9% | +41.3% | -49.3% | -8.3% |
| 6M | -19.0% | +62.6% | -81.6% | -19.5% |
| YTD | -7.9% | +14.8% | -22.7% | -8.0% |
| 1Y | -25.4% | -5.1% | -20.3% | -25.2% |
| 3Y | -35.0% | +11.2% | -46.2% | -35.6% |
| 5Y | -36.8% | -47.0% | +10.2% | -36.8% |
| All | -23.3% | +23.7% | -46.9% | -29.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling