-20.3%
CLX vs ESTC
+31.2%
-51.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | +5.0% | +41.1% | -36.0% | +4.6% |
| 6M | -18.8% | +77.1% | -95.9% | -19.4% |
| YTD | -4.4% | +21.7% | -26.1% | -4.5% |
| 1Y | -21.9% | +8.4% | -30.2% | -21.8% |
| 3Y | -32.8% | +23.6% | -56.4% | -33.5% |
| 5Y | -34.6% | -46.5% | +11.9% | -34.6% |
| All | -20.3% | +31.2% | -51.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling