+21.1%
CNI vs ESTC
+11.7%
+9.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.2% |
| 7D | +2.5% | -4.3% | +6.8% | +2.7% |
| 30D | -2.5% | +17.7% | -20.2% | -3.4% |
| 3M | +2.7% | +42.3% | -39.6% | +0.8% |
| 6M | +16.9% | +64.6% | -47.6% | +13.6% |
| YTD | +26.3% | +17.2% | +9.1% | +25.4% |
| 1Y | +31.1% | -4.2% | +35.3% | +32.0% |
| 3Y | +21.1% | +13.5% | +7.6% | +18.8% |
| All | +21.1% | +11.7% | +9.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling