-21.9%
CPNG vs ESI
+81.4%
-103.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -7.6% | +3.9% | -11.5% | -8.8% |
| 30D | -8.8% | -3.8% | -5.1% | -7.9% |
| 3M | -7.2% | -13.1% | +5.9% | -4.5% |
| 6M | -21.5% | +11.3% | -32.9% | -27.1% |
| YTD | -37.4% | +44.1% | -81.5% | -47.4% |
| 1Y | -54.3% | +40.3% | -94.7% | -61.5% |
| All | -21.9% | +81.4% | -103.3% | -46.9% |
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