-69.0%
CPNG vs ESTC
-21.4%
-47.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.1% |
| 7D | -7.4% | -8.1% | +0.7% | -5.1% |
| 30D | -4.4% | +31.7% | -36.1% | -14.2% |
| 3M | -7.5% | +41.1% | -48.6% | -19.2% |
| 6M | -19.9% | +77.1% | -97.0% | -36.1% |
| YTD | -35.2% | +21.7% | -56.9% | -41.7% |
| 1Y | -46.8% | +8.4% | -55.2% | -50.8% |
| 3Y | -20.2% | +23.6% | -43.8% | -41.5% |
| 5Y | -48.4% | -46.5% | -2.0% | -56.1% |
| All | -69.0% | -21.4% | -47.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling