-69.3%
CPNG vs ESI
+79.0%
-148.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | -1.1% | -4.6% | +3.5% | +0.9% |
| 30D | -7.4% | -10.5% | +3.2% | -3.1% |
| 3M | -12.3% | -19.8% | +7.5% | -5.3% |
| 6M | -19.4% | +5.8% | -25.3% | -25.0% |
| YTD | -35.9% | +38.3% | -74.2% | -48.1% |
| 1Y | -53.4% | +31.5% | -84.9% | -61.6% |
| 3Y | -20.0% | +80.7% | -100.7% | -48.0% |
| 5Y | -49.6% | +69.4% | -119.0% | -66.4% |
| All | -69.3% | +79.0% | -148.3% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling