+60.9%
CNH vs ESTC
+31.2%
+29.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +4.7% |
| 7D | +23.3% | -8.1% | +31.4% | +24.6% |
| 30D | +33.5% | +31.7% | +1.8% | +26.9% |
| 3M | +32.7% | +41.1% | -8.3% | +24.4% |
| 6M | +22.2% | +77.1% | -54.9% | +9.2% |
| YTD | +57.7% | +21.7% | +36.0% | +49.3% |
| 1Y | +28.0% | +8.4% | +19.6% | +22.8% |
| 3Y | +11.5% | +23.6% | -12.1% | -1.5% |
| 5Y | +11.9% | -46.5% | +58.3% | +10.2% |
| All | +60.9% | +31.2% | +29.7% | +7.3% |
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