+86.1%
CNP vs ESTC
+24.7%
+61.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.1% | -2.6% | +2.5% | +0.1% |
| 30D | +5.0% | -8.6% | +13.6% | +5.6% |
| 3M | +2.7% | +14.4% | -11.7% | +1.1% |
| 6M | -1.9% | +73.3% | -75.2% | -7.0% |
| YTD | +8.8% | +15.7% | -7.0% | +6.2% |
| 1Y | +5.6% | -7.6% | +13.2% | +5.2% |
| 3Y | +63.2% | +14.6% | +48.6% | +52.8% |
| 5Y | +73.8% | -50.0% | +123.8% | +76.5% |
| All | +86.1% | +24.7% | +61.3% | +35.3% |
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