+51.9%
CNH vs ESTC
+26.3%
+25.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -5.0% |
| 7D | +8.8% | -4.3% | +13.1% | +9.4% |
| 30D | +24.7% | +17.7% | +6.9% | +20.7% |
| 3M | +27.3% | +42.3% | -15.0% | +19.2% |
| 6M | +23.2% | +64.6% | -41.4% | +11.5% |
| YTD | +48.9% | +17.2% | +31.7% | +41.9% |
| 1Y | +19.4% | -4.2% | +23.6% | +17.2% |
| 3Y | +7.8% | +13.5% | -5.8% | -3.3% |
| 5Y | +8.7% | -45.5% | +54.3% | +6.4% |
| All | +51.9% | +26.3% | +25.6% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling