+4.2%
CNC vs ESTC
-45.2%
+49.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -3.5% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | -1.8% | +17.7% | -19.5% | -2.5% |
| 3M | -0.7% | +42.3% | -43.0% | -2.0% |
| 6M | +47.9% | +64.6% | -16.6% | +45.2% |
| YTD | +56.9% | +17.2% | +39.7% | +55.5% |
| 1Y | +123.9% | -4.2% | +128.1% | +123.1% |
| 3Y | -1.3% | +13.5% | -14.8% | -4.7% |
| All | +4.2% | -45.2% | +49.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling