-13.2%
CLX vs ESTC
+23.0%
-36.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | +0.2% |
| 7D | +13.6% | -11.5% | +25.1% | +13.7% |
| 30D | +23.4% | -7.5% | +30.9% | +23.4% |
| 3M | -2.8% | +23.1% | -25.9% | -3.1% |
| 6M | +14.0% | +75.3% | -61.3% | +13.1% |
| YTD | +4.2% | +14.1% | -9.9% | +4.1% |
| 1Y | -1.2% | -0.6% | -0.6% | -1.0% |
| 3Y | -12.7% | +20.8% | -33.5% | -13.6% |
| 5Y | -26.5% | -48.8% | +22.3% | -26.5% |
| All | -13.2% | +23.0% | -36.1% | -19.9% |
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