+74.4%
CNP vs ESTC
-46.4%
+120.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +1.1% | -8.1% | +9.2% | +1.3% |
| 30D | -1.8% | +31.7% | -33.5% | -2.5% |
| 3M | -4.6% | +41.1% | -45.7% | -5.5% |
| 6M | -8.8% | +77.1% | -85.9% | -10.3% |
| YTD | +5.2% | +21.7% | -16.5% | +4.7% |
| 1Y | +8.3% | +8.4% | -0.1% | +8.0% |
| 3Y | +54.9% | +23.6% | +31.3% | +51.1% |
| All | +74.4% | -46.4% | +120.8% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling