+13.8%
CNH vs ESTC
-2.5%
+16.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +3.0% |
| 7D | -1.7% | -11.5% | +9.8% | -2.8% |
| 30D | -7.2% | -7.5% | +0.3% | -7.9% |
| 3M | +6.5% | +23.1% | -16.5% | +9.1% |
| 6M | +7.9% | +75.3% | -67.4% | +15.0% |
| YTD | +26.6% | +14.1% | +12.5% | +34.1% |
| 1Y | +13.8% | -0.6% | +14.3% | +18.4% |
| All | +13.8% | -2.5% | +16.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling