+82.1%
CNP vs ESTC
+26.3%
+55.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.4% |
| 7D | +1.6% | -4.3% | +5.9% | +2.0% |
| 30D | -0.8% | +17.7% | -18.5% | -2.3% |
| 3M | -3.6% | +42.3% | -45.9% | -6.7% |
| 6M | -6.9% | +64.6% | -71.5% | -11.4% |
| YTD | +6.4% | +17.2% | -10.8% | +4.1% |
| 1Y | +9.9% | -4.2% | +14.2% | +9.2% |
| 3Y | +53.1% | +13.5% | +39.6% | +43.6% |
| 5Y | +72.0% | -45.5% | +117.5% | +71.9% |
| All | +82.1% | +26.3% | +55.7% | +32.5% |
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 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