+21.1%
CHD vs ESTC
-46.4%
+67.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -4.2% | -3.3% | -0.8% | -4.2% |
| 30D | -7.6% | +13.4% | -21.0% | -7.5% |
| 3M | -1.6% | +41.3% | -42.9% | -1.5% |
| 6M | -6.3% | +62.6% | -68.9% | -6.1% |
| YTD | +14.6% | +14.8% | -0.2% | +14.9% |
| 1Y | +1.6% | -5.1% | +6.6% | +2.0% |
| 3Y | +3.1% | +11.2% | -8.0% | +2.9% |
| 5Y | +21.1% | -47.0% | +68.1% | +17.2% |
| All | +21.1% | -46.4% | +67.5% | +17.2% |
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