+57.7%
CNI vs ESTC
+31.2%
+26.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.7% |
| 7D | -2.1% | -8.1% | +6.0% | -1.2% |
| 30D | -3.3% | +31.7% | -35.0% | -6.5% |
| 3M | +3.8% | +41.1% | -37.2% | -0.6% |
| 6M | +12.7% | +77.1% | -64.4% | +4.5% |
| YTD | +26.3% | +21.7% | +4.6% | +21.9% |
| 1Y | +29.9% | +8.4% | +21.5% | +26.6% |
| 3Y | +15.9% | +23.6% | -7.7% | +6.5% |
| 5Y | +6.9% | -46.5% | +53.4% | +5.7% |
| All | +57.7% | +31.2% | +26.5% | +16.9% |
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