-9.1%
CNC vs ESTC
+19.3%
-28.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.4% |
| 7D | -3.9% | -13.2% | +9.3% | -2.7% |
| 30D | +0.8% | +9.3% | -8.5% | -0.3% |
| 3M | +0.1% | +37.3% | -37.3% | -3.2% |
| 6M | +79.7% | +61.0% | +18.7% | +70.9% |
| YTD | +58.9% | +10.7% | +48.3% | +55.8% |
| 1Y | +109.1% | -7.2% | +116.3% | +107.5% |
| 3Y | 0.0% | +7.2% | -7.2% | -6.7% |
| 5Y | +9.5% | -47.7% | +57.2% | +8.9% |
| All | -9.1% | +19.3% | -28.4% | -38.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling