-7.8%
CLX vs ESTC
+14.8%
-22.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +9.5% | +2.4% | +7.1% | +9.5% |
| 30D | +30.7% | -4.2% | +34.9% | +30.6% |
| 3M | +4.2% | +2.5% | +1.8% | +4.3% |
| 6M | +22.1% | +81.5% | -59.4% | +23.3% |
| YTD | +14.1% | +16.8% | -2.8% | +15.3% |
| 1Y | +10.3% | -3.5% | +13.8% | +11.8% |
| 3Y | -7.8% | +17.7% | -25.5% | -6.4% |
| All | -7.8% | +14.8% | -22.6% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling