-51.2%
CPNG vs ESTC
-46.4%
-4.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.3% |
| 7D | -7.6% | -3.3% | -4.2% | -6.7% |
| 30D | -8.8% | +13.4% | -22.3% | -13.8% |
| 3M | -7.2% | +41.3% | -48.6% | -19.1% |
| 6M | -21.5% | +62.6% | -84.1% | -35.5% |
| YTD | -37.4% | +14.8% | -52.2% | -42.6% |
| 1Y | -54.3% | -5.1% | -49.3% | -55.8% |
| 3Y | -20.3% | +11.2% | -31.5% | -39.2% |
| 5Y | -51.2% | -47.0% | -4.2% | -60.6% |
| All | -51.2% | -46.4% | -4.8% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling