-46.8%
CPNG vs ESTC
+7.3%
-54.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.7% |
| 7D | -7.4% | -8.1% | +0.7% | -6.2% |
| 30D | -4.4% | +31.7% | -36.1% | -9.4% |
| 3M | -7.5% | +41.1% | -48.6% | -13.6% |
| 6M | -19.9% | +77.1% | -97.0% | -28.5% |
| YTD | -35.2% | +21.7% | -56.9% | -39.8% |
| 1Y | -46.8% | +8.4% | -55.2% | -49.1% |
| All | -46.8% | +7.3% | -54.1% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling