-21.6%
CLX vs ESTC
+26.3%
-47.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.5% |
| 7D | -3.5% | -4.3% | +0.7% | -3.5% |
| 30D | -11.9% | +17.7% | -29.6% | -12.0% |
| 3M | -2.6% | +42.3% | -44.9% | -3.0% |
| 6M | -18.2% | +64.6% | -82.7% | -18.6% |
| YTD | -5.9% | +17.2% | -23.1% | -6.0% |
| 1Y | -23.8% | -4.2% | -19.6% | -23.6% |
| 3Y | -33.6% | +13.5% | -47.1% | -34.2% |
| 5Y | -35.7% | -45.5% | +9.9% | -35.8% |
| All | -21.6% | +26.3% | -47.9% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling