+83.4%
CHD vs ESTC
+31.2%
+52.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -2.7% | -8.1% | +5.4% | -2.5% |
| 30D | -4.6% | +31.7% | -36.3% | -5.2% |
| 3M | +5.0% | +41.1% | -36.0% | +4.2% |
| 6M | -3.2% | +77.1% | -80.3% | -4.5% |
| YTD | +18.6% | +21.7% | -3.1% | +18.1% |
| 1Y | +4.8% | +8.4% | -3.6% | +4.5% |
| 3Y | +6.1% | +23.6% | -17.5% | +4.0% |
| 5Y | +24.0% | -46.5% | +70.4% | +24.5% |
| All | +83.4% | +31.2% | +52.2% | +62.8% |
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