-46.9%
CPNG vs ESTC
+1.6%
-48.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.8% | +12.1% |
| 7D | +20.8% | -15.9% | +36.7% | +24.1% |
| 30D | +20.1% | -5.5% | +25.6% | +20.8% |
| 3M | +1.6% | +26.2% | -24.6% | -3.2% |
| 6M | -15.8% | +77.0% | -92.9% | -24.8% |
| YTD | -27.7% | +18.9% | -46.6% | -33.9% |
| 1Y | -46.9% | +1.3% | -48.2% | -51.2% |
| All | -46.9% | +1.6% | -48.5% | -51.2% |
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