+61.1%
CNP vs ESTC
+18.0%
+43.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.7% |
| 7D | -4.2% | -11.5% | +7.3% | -4.2% |
| 30D | +5.5% | -7.5% | +13.1% | +5.5% |
| 3M | +0.6% | +23.1% | -22.5% | +0.6% |
| 6M | -2.8% | +75.3% | -78.1% | -3.0% |
| YTD | +7.9% | +14.1% | -6.2% | +8.3% |
| 1Y | +6.7% | -0.6% | +7.2% | +7.4% |
| 3Y | +61.1% | +20.8% | +40.3% | +57.5% |
| All | +61.1% | +18.0% | +43.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling