-11.0%
CNC vs ESTC
+23.7%
-34.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -4.9% | -3.3% | -1.5% | -4.6% |
| 30D | -3.8% | +13.4% | -17.2% | -5.1% |
| 3M | -3.2% | +41.3% | -44.6% | -6.6% |
| 6M | +47.9% | +62.6% | -14.7% | +40.6% |
| YTD | +55.7% | +14.8% | +40.9% | +52.2% |
| 1Y | +106.2% | -5.1% | +111.3% | +104.3% |
| 3Y | -2.1% | +11.2% | -13.2% | -8.9% |
| 5Y | +3.4% | -47.0% | +50.4% | +3.0% |
| All | -11.0% | +23.7% | -34.7% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling