+272.1%
CNQ vs ESTC
-47.6%
+319.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | -9.2% | +9.3% | +0.9% |
| 30D | +6.2% | +8.1% | -1.9% | +5.0% |
| 3M | +12.4% | +38.5% | -26.1% | +8.3% |
| 6M | +9.0% | +57.8% | -48.8% | +3.4% |
| YTD | +52.2% | +10.5% | +41.7% | +48.9% |
| 1Y | +65.0% | -6.4% | +71.4% | +63.9% |
| 3Y | +78.8% | +4.7% | +74.2% | +70.3% |
| All | +272.1% | -47.6% | +319.6% | +257.9% |
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 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