+29.9%
CNI vs ESTC
+7.3%
+22.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | 0.0% |
| 7D | -2.1% | -8.1% | +6.0% | -2.4% |
| 30D | -3.3% | +31.7% | -35.0% | -1.9% |
| 3M | +3.8% | +41.1% | -37.2% | +5.9% |
| 6M | +12.7% | +77.1% | -64.4% | +16.6% |
| YTD | +26.3% | +21.7% | +4.6% | +29.8% |
| 1Y | +29.9% | +8.4% | +21.5% | +33.1% |
| All | +29.9% | +7.3% | +22.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling