-53.4%
CPNG vs ESTC
-7.7%
-45.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -9.2% | +8.1% | +0.3% |
| 30D | -7.4% | +8.1% | -15.4% | -8.9% |
| 3M | -12.3% | +38.5% | -50.8% | -17.5% |
| 6M | -19.4% | +57.8% | -77.2% | -25.9% |
| YTD | -35.9% | +10.5% | -46.4% | -40.1% |
| 1Y | -53.4% | -6.4% | -47.0% | -55.2% |
| All | -53.4% | -7.7% | -45.7% | -55.2% |
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