+57.1%
CNI vs ESTC
+19.1%
+38.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -9.2% | +8.8% | +0.7% |
| 30D | -2.7% | +8.1% | -10.8% | -3.9% |
| 3M | +3.9% | +38.5% | -34.6% | -0.4% |
| 6M | +16.4% | +57.8% | -41.4% | +9.3% |
| YTD | +25.8% | +10.5% | +15.3% | +22.7% |
| 1Y | +32.4% | -6.4% | +38.8% | +31.3% |
| 3Y | +19.1% | +4.7% | +14.4% | +11.7% |
| 5Y | +13.6% | -47.8% | +61.3% | +12.1% |
| All | +57.1% | +19.1% | +38.0% | +17.6% |
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