-34.0%
CLX vs ESTC
-46.4%
+12.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.3% |
| 7D | -9.2% | -8.1% | -1.1% | -9.2% |
| 30D | -11.0% | +31.7% | -42.7% | -11.0% |
| 3M | +5.0% | +41.1% | -36.0% | +5.1% |
| 6M | -18.8% | +77.1% | -95.9% | -18.7% |
| YTD | -4.4% | +21.7% | -26.1% | -4.0% |
| 1Y | -21.9% | +8.4% | -30.2% | -21.5% |
| 3Y | -32.8% | +23.6% | -56.4% | -32.9% |
| All | -34.0% | -46.4% | +12.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling