+72.4%
CNP vs ESTC
-51.6%
+124.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | +2.5% | +5.8% | -3.3% | +2.3% |
| 30D | +4.0% | -5.6% | +9.6% | +4.1% |
| 3M | +1.6% | +15.4% | -13.8% | +1.1% |
| 6M | -1.7% | +77.8% | -79.5% | -3.4% |
| YTD | +8.6% | +18.1% | -9.4% | +8.0% |
| 1Y | +5.8% | -3.7% | +9.5% | +5.9% |
| 3Y | +63.0% | +16.9% | +46.1% | +59.0% |
| All | +72.4% | -51.6% | +124.0% | +60.0% |
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