+80.0%
CNP vs ESTC
+31.2%
+48.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | +1.1% | -8.1% | +9.2% | +1.7% |
| 30D | -1.8% | +31.7% | -33.5% | -4.2% |
| 3M | -4.6% | +41.1% | -45.7% | -7.6% |
| 6M | -8.8% | +77.1% | -85.9% | -13.7% |
| YTD | +5.2% | +21.7% | -16.5% | +2.6% |
| 1Y | +8.3% | +8.4% | -0.1% | +6.3% |
| 3Y | +54.9% | +23.6% | +31.3% | +44.0% |
| 5Y | +73.5% | -46.5% | +120.0% | +74.7% |
| All | +80.0% | +31.2% | +48.9% | +30.6% |
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