-69.2%
CPNG vs ESTC
-24.5%
-44.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -6.8% | +2.4% | -9.2% | -7.6% |
| 30D | +5.5% | -4.2% | +9.7% | +6.3% |
| 3M | -6.8% | +2.5% | -9.2% | -9.1% |
| 6M | -4.8% | +81.5% | -86.3% | -24.9% |
| YTD | -35.6% | +16.8% | -52.5% | -41.7% |
| 1Y | -46.8% | -3.5% | -43.3% | -48.9% |
| 3Y | -0.8% | +17.7% | -18.5% | -25.9% |
| 5Y | -42.9% | -51.7% | +8.9% | -49.9% |
| All | -69.2% | -24.5% | -44.6% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling