+85.2%
CNP vs ESTC
+28.9%
+56.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | 0.0% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +5.7% | -8.1% | +13.8% | +6.3% |
| 3M | +0.9% | +20.2% | -19.3% | -1.0% |
| 6M | -1.1% | +72.7% | -73.8% | -6.1% |
| YTD | +8.3% | +19.6% | -11.4% | +5.5% |
| 1Y | +5.9% | +0.3% | +5.6% | +4.7% |
| 3Y | +64.6% | +22.8% | +41.8% | +53.1% |
| 5Y | +74.6% | -50.9% | +125.5% | +78.5% |
| All | +85.2% | +28.9% | +56.3% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling