+39.5%
CNH vs ESTC
+24.7%
+14.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.7% | -2.6% | +9.3% | +7.2% |
| 30D | +7.2% | -8.6% | +15.8% | +8.5% |
| 3M | +17.5% | +14.4% | +3.1% | +13.9% |
| 6M | +15.0% | +73.3% | -58.3% | +3.4% |
| YTD | +36.8% | +15.7% | +21.0% | +30.1% |
| 1Y | +27.6% | -7.6% | +35.2% | +26.0% |
| 3Y | +34.3% | +14.6% | +19.7% | +20.4% |
| 5Y | -12.2% | -50.0% | +37.8% | -12.4% |
| All | +39.5% | +24.7% | +14.8% | -6.5% |
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