-13.4%
CLX vs ESTC
+20.3%
-33.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.7% | +0.6% |
| 7D | +12.4% | -18.5% | +30.9% | +12.7% |
| 30D | +21.1% | -11.0% | +32.1% | +21.2% |
| 3M | -3.3% | +20.8% | -24.1% | -3.6% |
| 6M | +18.8% | +67.9% | -49.1% | +18.0% |
| YTD | +3.9% | +11.6% | -7.7% | +3.8% |
| 1Y | -3.8% | -3.3% | -0.6% | -3.7% |
| 3Y | -10.5% | +16.4% | -26.9% | -11.4% |
| 5Y | -26.7% | -49.9% | +23.2% | -26.7% |
| All | -13.4% | +20.3% | -33.7% | -20.1% |
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