-10.7%
CMG vs ESTC
+7.3%
-18.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.6% |
| 7D | -2.8% | -8.1% | +5.3% | -2.8% |
| 30D | +7.1% | +31.7% | -24.6% | +7.4% |
| 3M | +31.2% | +41.1% | -9.9% | +31.1% |
| 6M | +0.7% | +77.1% | -76.4% | +0.4% |
| YTD | -0.1% | +21.7% | -21.8% | -4.4% |
| 1Y | -10.7% | +8.4% | -19.1% | -16.5% |
| All | -10.7% | +7.3% | -18.0% | -16.5% |
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