+29.2%
CNH vs ESTC
+23.0%
+6.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.4% |
| 7D | -1.7% | -11.5% | +9.8% | +0.1% |
| 30D | -7.2% | -7.5% | +0.3% | -6.4% |
| 3M | +6.5% | +23.1% | -16.5% | +2.0% |
| 6M | +7.9% | +75.3% | -67.4% | -3.3% |
| YTD | +26.6% | +14.1% | +12.5% | +20.6% |
| 1Y | +13.8% | -0.6% | +14.3% | +10.6% |
| 3Y | +9.2% | +20.8% | -11.6% | -3.5% |
| 5Y | -15.6% | -48.8% | +33.2% | -16.6% |
| All | +29.2% | +23.0% | +6.2% | -13.3% |
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