+84.5%
CNP vs ESTC
+23.0%
+61.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.6% |
| 7D | -4.2% | -11.5% | +7.3% | -3.3% |
| 30D | +5.5% | -7.5% | +13.1% | +6.0% |
| 3M | +0.6% | +23.1% | -22.5% | -1.6% |
| 6M | -2.8% | +75.3% | -78.1% | -8.0% |
| YTD | +7.9% | +14.1% | -6.2% | +5.5% |
| 1Y | +6.7% | -0.6% | +7.2% | +5.4% |
| 3Y | +61.1% | +20.8% | +40.3% | +49.8% |
| 5Y | +73.0% | -48.8% | +121.7% | +74.5% |
| All | +84.5% | +23.0% | +61.5% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling