+19.4%
CNH vs ESTC
+0.7%
+18.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -5.9% |
| 7D | +8.8% | -4.3% | +13.1% | +8.4% |
| 30D | +24.7% | +17.7% | +6.9% | +26.9% |
| 3M | +27.3% | +42.3% | -15.0% | +32.7% |
| 6M | +23.2% | +64.6% | -41.4% | +31.4% |
| YTD | +48.9% | +17.2% | +31.7% | +56.9% |
| 1Y | +19.4% | -4.2% | +23.6% | +27.6% |
| All | +19.4% | +0.7% | +18.7% | +27.6% |
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