-2.4%
CNC vs ESTC
+27.2%
-29.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -5.3% | +5.8% | -11.0% | -5.8% |
| 30D | +2.0% | -5.6% | +7.6% | +2.4% |
| 3M | +4.8% | +15.4% | -10.7% | +2.9% |
| 6M | +18.5% | +77.8% | -59.3% | +11.7% |
| YTD | +70.8% | +18.1% | +52.7% | +66.2% |
| 1Y | +94.1% | -3.7% | +97.8% | +92.1% |
| 3Y | -2.2% | +16.9% | -19.1% | -9.5% |
| 5Y | -7.4% | -51.2% | +43.9% | -5.8% |
| All | -2.4% | +27.2% | -29.6% | -34.4% |
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