-0.8%
CPNG vs ESI
+79.1%
-79.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -6.8% | +5.5% | -12.3% | -8.3% |
| 30D | +5.5% | -7.8% | +13.2% | +7.4% |
| 3M | -6.8% | -15.0% | +8.3% | -3.0% |
| 6M | -4.8% | -24.9% | +20.1% | +1.6% |
| YTD | -35.6% | +33.2% | -68.8% | -44.8% |
| 1Y | -46.8% | +24.9% | -71.7% | -53.4% |
| 3Y | -0.8% | +77.8% | -78.5% | -32.2% |
| All | -0.8% | +79.1% | -79.8% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling