+12.2%
CNI vs ESTC
-46.4%
+58.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | +0.9% | -3.3% | +4.2% | +1.1% |
| 30D | -2.1% | +13.4% | -15.6% | -3.4% |
| 3M | +1.8% | +41.3% | -39.5% | -1.4% |
| 6M | +14.8% | +62.6% | -47.8% | +9.4% |
| YTD | +25.4% | +14.8% | +10.6% | +23.0% |
| 1Y | +32.9% | -5.1% | +38.0% | +32.5% |
| 3Y | +20.2% | +11.2% | +9.0% | +14.0% |
| 5Y | +12.2% | -47.0% | +59.1% | +5.8% |
| All | +12.2% | -46.4% | +58.5% | +5.8% |
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 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