+371.9%
CNQ vs ESTC
+19.3%
+352.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.5% |
| 7D | -0.7% | -13.2% | +12.5% | +1.4% |
| 30D | +6.7% | +9.3% | -2.6% | +4.5% |
| 3M | +12.8% | +37.3% | -24.6% | +6.3% |
| 6M | +13.3% | +61.0% | -47.7% | +3.5% |
| YTD | +53.1% | +10.7% | +42.4% | +47.3% |
| 1Y | +66.1% | -7.2% | +73.2% | +63.6% |
| 3Y | +75.4% | +7.2% | +68.3% | +59.4% |
| 5Y | +288.1% | -47.7% | +335.8% | +285.5% |
| All | +371.9% | +19.3% | +352.6% | +207.5% |
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